NANR Options History — August 2023

In August 2023, NANR traded between $52.08 and $54.63. ATM implied volatility averaged 23.4%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 6.1% (HV 20d: 17.3%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-29: Highest Volume — 1 contracts
  • 2023-08-09: Largest IV drop — 28.6% change
  • 2023-08-07: Highest IV Rank — 19.7%
  • 2023-08-31: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.29$52.08$54.63$54.63$53.66
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV23.4%17.7%29.4%24.3%24.9%
Expected Move6.3%5.1%7.1%7.0%7.1%
HV 20d17.3%14.5%21.6%21.0%14.5%
HV 60d18.7%17.9%19.9%19.9%17.9%
IV Rank9.6%0.0%19.7%11.1%12.1%
IV Percentile20.5%0.4%56.7%23.8%33.7%
Term Structure-2.4%-8.7%4.8%-5.4%-6.4%
Skew 25d2.6%-1.5%15.9%0.9%1.1%
Skew 10d1.8%-7.6%9.4%4.5%0.9%
Call IV 25d23.7%12.4%29.6%27.8%28.9%
Put IV 25d26.3%22.6%30.0%28.7%30.0%
Bid-Ask Spread %146.74136.36158.16149.22155.82
Gamma HHI0.990.951.001.000.97
Net GEX1.5K867.1K867.0K
Net DEX-11.9K-43.9K-3.9K-4.7K-43.3K
Net VEX-25-93-6-7-87
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0430100
Total OI5.348121121

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$54.63$0.0024.3%7.0%21.0%11.1%0.0%0.9%-5.4%86-4.7K-70.00149.22N/AN/A0010
2023-08-02$53.60$0.0024.4%7.0%21.6%11.3%0.0%-0.8%-6.6%96-4.5K-80.00149.06N/AN/A0010
2023-08-03$53.78$0.0024.9%5.5%19.1%12.1%0.0%1.3%0.7%93-4.6K-70.00138.36N/AN/A0010
2023-08-04$54.00$0.0025.8%5.6%18.0%13.6%0.0%0.6%-1.0%97-4.6K-70.00136.36N/AN/A0010
2023-08-07$53.84$0.0029.4%5.9%18.1%19.7%0.0%1.3%-1.2%91-4.6K-70.00144.85N/AN/A0010
2023-08-08$53.86$0.0028.4%5.5%17.5%18.0%0.0%3.0%2.7%99-4.6K-70.00139.14N/AN/A0010
2023-08-09$54.28$0.0020.3%5.8%16.9%4.3%0.0%1.0%-1.4%93-4.7K-60.00138.25N/AN/A0010
2023-08-10$53.94$0.0017.7%5.1%17.0%0.0%0.0%7.0%0.8%90-4.5K-70.00140.20N/AN/A0010
2023-08-11$54.34$0.0020.6%5.9%15.0%4.9%0.0%1.3%-0.6%92-4.7K-60.00138.22N/AN/A0010
2023-08-14$53.91$0.0021.3%6.1%15.4%6.2%0.0%1.7%-0.6%97-4.6K-70.00142.87N/AN/A0010
2023-08-15$52.36$0.0021.7%6.2%18.1%6.8%0.0%-0.8%1.6%111-3.9K-90.00139.14N/AN/A0010
2023-08-16$52.08$0.0021.8%6.2%18.1%6.9%0.0%-0.8%0.7%119-3.9K-90.00142.40N/AN/A0010
2023-08-17$52.55$0.0021.4%6.1%18.4%6.3%0.0%0.4%4.8%114-4.3K-80.00143.88N/AN/A0010
2023-08-18$52.69$0.0022.0%6.3%18.4%7.3%0.0%1.7%-1.9%115-4.3K-70.00140.79N/AN/A0010
2023-08-21$52.72$0.0023.3%6.7%17.5%9.4%0.0%1.6%-8.7%107-4.3K-70.00152.99N/AN/A0010
2023-08-22$52.36$0.0023.5%6.7%16.7%9.8%0.0%-1.5%-4.3%118-4.0K-90.00154.64N/AN/A0010
2023-08-23$52.47$0.0023.7%6.8%16.7%10.2%0.0%-0.5%-3.8%120-4.2K-80.00154.01N/AN/A0010
2023-08-24$52.15$0.0023.7%6.8%16.5%10.1%0.0%13.2%-4.4%124-4.0K-90.00154.80N/AN/A0010
2023-08-25$52.36$55.0022.7%6.5%16.2%8.3%0.0%15.9%-3.6%5.3K-29.8K-880.00153.01N/AN/A00210
2023-08-28$52.91$55.0024.5%7.0%15.6%11.4%0.0%8.9%-4.8%5.9K-35.7K-860.00155.97N/AN/A00210
2023-08-29$53.56$55.0023.4%6.7%16.0%9.6%0.0%3.0%-5.1%7.1K-41.7K-930.00152.82N/AN/A10210
2023-08-30$53.69$55.0024.1%6.9%14.5%10.8%0.0%0.5%-6.5%7.0K-43.9K-910.00158.16N/AN/A00210
2023-08-31$53.66$55.0024.9%7.1%14.5%12.1%0.0%1.1%-6.4%7.0K-43.3K-870.00155.82N/AN/A00210