NANR Options History — September 2023 In September 2023, NANR traded between $52.81 and $55.13. ATM implied volatility averaged 25.4%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 11.3% (HV 20d: 14.1%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-09-01 : Highest Volume — 20 contracts2023-09-13 : Largest IV drop — 58.8% change2023-09-12 : Highest IV Rank — 50.2%2023-09-01 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $53.89 $52.81 $55.13 $54.47 $52.93 Max Pain $55.00 $55.00 $55.00 $55.00 $55.00 ATM IV 25.4% 17.8% 47.5% 27.3% 24.1% Expected Move 5.9% 5.1% 7.8% 7.8% 6.9% HV 20d 14.1% 11.4% 15.7% 15.4% 14.2% HV 60d 17.4% 16.1% 18.0% 17.9% 16.1% IV Rank 14.0% 0.2% 50.2% 16.1% 14.2% IV Percentile 31.7% 0.8% 95.6% 50.0% 33.3% Term Structure -2.2% -10.3% 2.5% -10.3% -3.9% VWIV 12.6% 12.6% 12.6% 12.6% 12.6% Skew 25d 1.8% -0.4% 5.7% 5.7% 0.8% Skew 10d 13.7% 0.8% 18.9% 0.8% 18.1% Call IV 25d 21.8% 15.7% 27.1% 21.0% 27.1% Put IV 25d 23.6% 20.6% 27.9% 26.7% 27.9% Bid-Ask Spread % 165.65 154.68 172.09 155.19 170.04 Gamma HHI 1.00 0.99 1.00 0.99 1.00 Net GEX 946 88 17.0K 17.0K 115 Net DEX -6.7K -46.8K -4.2K -46.8K -4.3K Net VEX -10 -88 -5 -88 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1 0 20 20 0 Total OI 2 1 21 21 1
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-09-01 $54.47 $55.00 27.3% 7.8% 15.4% 16.1% 12.6% 5.7% -10.3% 17.0K -46.8K -88 0.00 155.19 N/A N/A 20 0 21 0 2023-09-05 $54.30 $0.00 28.5% 5.4% 15.4% 18.2% 0.0% 4.9% 0.2% 93 -4.9K -5 0.00 163.59 N/A N/A 0 0 1 0 2023-09-06 $53.97 $0.00 28.4% 5.2% 15.6% 18.1% 0.0% 1.7% 0.6% 90 -4.8K -5 0.00 165.49 N/A N/A 0 0 1 0 2023-09-07 $53.65 $0.00 32.5% 5.5% 15.4% 24.9% 0.0% 1.3% -0.6% 102 -4.5K -6 0.00 170.52 N/A N/A 0 0 1 0 2023-09-08 $53.84 $0.00 32.7% 5.4% 15.3% 25.2% 0.0% 0.5% -0.4% 98 -4.7K -6 0.00 164.75 N/A N/A 0 0 1 0 2023-09-11 $53.63 $0.00 38.8% 5.3% 15.1% 35.4% 0.0% -0.4% -0.3% 100 -4.6K -5 0.00 163.15 N/A N/A 0 0 1 0 2023-09-12 $54.39 $0.00 47.5% 5.6% 15.7% 50.2% 0.0% 3.4% 0.1% 99 -4.7K -6 0.00 167.71 N/A N/A 0 0 1 0 2023-09-13 $54.16 $0.00 19.6% 5.6% 11.4% 3.2% 0.0% 2.5% 0.3% 102 -4.6K -6 0.00 167.84 N/A N/A 0 0 1 0 2023-09-14 $55.13 $0.00 19.5% 5.6% 12.4% 3.1% 0.0% 1.1% -1.7% 88 -4.9K -5 0.00 167.43 N/A N/A 0 0 1 0 2023-09-15 $54.91 $0.00 18.9% 5.4% 12.4% 2.7% 0.0% 0.5% -2.0% 92 -4.8K -6 0.00 166.95 N/A N/A 0 0 1 0 2023-09-18 $54.88 $0.00 17.8% 5.1% 12.5% 0.2% 0.0% 1.0% 2.5% 93 -4.8K -5 0.00 161.83 N/A N/A 0 0 1 0 2023-09-19 $54.49 $0.00 20.1% 5.7% 12.9% 5.2% 0.0% 3.9% -2.5% 99 -4.7K -6 0.00 162.90 N/A N/A 0 0 1 0 2023-09-20 $54.18 $0.00 20.1% 5.8% 12.8% 5.4% 0.0% 2.2% -2.9% 104 -4.6K -6 0.00 166.70 N/A N/A 0 0 1 0 2023-09-21 $53.23 $0.00 21.7% 6.2% 14.5% 8.8% 0.0% 0.6% -2.9% 108 -4.3K -6 0.00 168.47 N/A N/A 0 0 1 0 2023-09-22 $53.08 $0.00 21.9% 6.3% 14.3% 9.3% 0.0% 0.4% -3.5% 112 -4.4K -6 0.00 166.92 N/A N/A 0 0 1 0 2023-09-25 $53.33 $0.00 22.4% 6.4% 14.4% 10.4% 0.0% 1.3% -3.4% 107 -4.4K -6 0.00 168.14 N/A N/A 0 0 1 0 2023-09-26 $52.81 $0.00 19.1% 5.5% 14.4% 3.1% 0.0% 3.0% -6.4% 113 -4.2K -7 0.00 154.68 N/A N/A 0 0 1 0 2023-09-27 $53.05 $0.00 23.3% 6.7% 13.8% 12.3% 0.0% 0.7% -3.3% 112 -4.3K -6 0.00 168.50 N/A N/A 0 0 1 0 2023-09-28 $53.37 $0.00 24.1% 6.9% 13.9% 14.2% 0.0% 1.2% -3.9% 111 -4.3K -6 0.00 172.09 N/A N/A 0 0 1 0 2023-09-29 $52.93 $0.00 24.1% 6.9% 14.2% 14.2% 0.0% 0.8% -3.9% 115 -4.3K -6 0.00 170.04 N/A N/A 0 0 1 0
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