NANR Options History — November 2023 In November 2023, NANR traded between $48.61 and $51.41. ATM implied volatility averaged 25.4%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 6.2% (HV 20d: 19.3%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2023-11-08 : Largest IV drop — 33.6% change2023-11-07 : Highest IV Rank — 30.3%2023-11-29 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $50.01 $48.61 $51.41 $49.61 $50.52 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 25.4% 20.9% 31.4% 27.2% 27.8% Expected Move 6.9% 6.0% 8.1% 7.8% 8.0% HV 20d 19.3% 17.6% 20.1% 17.6% 19.4% HV 60d 17.9% 16.8% 18.3% 16.8% 18.0% IV Rank 17.1% 7.0% 30.3% 21.1% 22.2% IV Percentile 47.4% 6.0% 82.1% 61.5% 71.0% Term Structure -3.7% -10.2% 8.3% -5.4% -10.1% Skew 25d -4.5% -17.0% 1.9% 0.4% -7.8% Skew 10d -3.7% -21.3% 6.7% -3.8% -16.2% Call IV 25d 26.0% 21.7% 33.0% 32.0% 32.0% Put IV 25d 21.5% 13.6% 32.4% 32.4% 24.1% Bid-Ask Spread % 152.99 145.40 161.84 161.84 155.67 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -2.8K -3.6K -1.5K -2.3K -3.2K Net DEX 8.2K 2.4K 17.9K 12.1K 3.5K Net VEX -45 -67 -22 -67 -23 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 11 11 11 11 11
Daily Data (21 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 2023-11-01 $49.61 $0.00 27.2% 7.8% 17.6% 21.1% 0.0% 0.4% -5.4% -2.3K 12.1K -67 0.00 161.84 N/A N/A 0 0 1 10 2023-11-02 $50.95 $48.00 25.7% 6.0% 20.1% 17.7% 0.0% 1.1% 1.2% -1.8K 5.8K -51 0.00 150.94 N/A N/A 0 0 1 10 2023-11-03 $51.41 $48.00 26.7% 6.2% 19.6% 19.8% 0.0% 1.9% 1.4% -1.5K 3.9K -46 0.00 149.13 N/A N/A 0 0 1 10 2023-11-06 $50.69 $48.00 29.4% 6.2% 18.1% 25.8% 0.0% -1.1% -2.5% -1.9K 6.9K -53 0.00 152.25 N/A N/A 0 0 1 10 2023-11-07 $49.55 $48.00 31.4% 6.4% 19.4% 30.3% 0.0% -0.8% -2.3% -2.5K 11.7K -61 0.00 151.35 N/A N/A 0 0 1 10 2023-11-08 $48.78 $48.00 20.9% 6.0% 19.9% 7.0% 0.0% -7.1% -0.7% -2.9K 16.6K -65 0.00 145.40 N/A N/A 0 0 1 10 2023-11-09 $48.61 $48.00 22.4% 6.4% 19.9% 10.3% 0.0% -0.4% -3.1% -3.0K 17.9K -64 0.00 147.33 N/A N/A 0 0 1 10 2023-11-10 $48.77 $48.00 22.7% 6.5% 18.6% 11.1% 0.0% -4.4% -2.6% -3.1K 16.4K -63 0.00 147.78 N/A N/A 0 0 1 10 2023-11-13 $49.09 $48.00 23.3% 6.7% 18.3% 12.4% 0.0% -0.2% -2.8% -3.1K 13.8K -57 0.00 149.87 N/A N/A 0 0 1 10 2023-11-14 $50.11 $48.00 25.9% 7.4% 19.6% 18.0% 0.0% -2.5% -8.1% -2.4K 7.2K -47 0.00 153.23 N/A N/A 0 0 1 10 2023-11-15 $50.09 $48.00 22.5% 6.5% 19.6% 10.6% 0.0% -3.5% -4.0% -2.5K 7.1K -46 0.00 154.23 N/A N/A 0 0 1 10 2023-11-16 $49.62 $48.00 22.7% 6.5% 19.7% 11.0% 0.0% -3.7% 7.6% -3.0K 9.1K -48 0.00 151.00 N/A N/A 0 0 1 10 2023-11-17 $50.17 $48.00 23.3% 6.7% 20.1% 12.5% 0.0% -3.4% 8.3% -3.3K 4.2K -35 0.00 153.25 N/A N/A 0 0 1 10 2023-11-20 $50.34 $48.00 24.8% 7.1% 19.4% 15.6% 0.0% -2.2% -6.2% -3.6K 2.6K -28 0.00 156.12 N/A N/A 0 0 1 10 2023-11-21 $50.27 $48.00 24.8% 7.1% 19.2% 15.7% 0.0% -3.9% -7.2% -3.6K 3.6K -30 0.00 156.12 N/A N/A 0 0 1 10 2023-11-22 $50.16 $48.00 24.6% 7.1% 19.2% 15.2% 0.0% -13.6% -6.4% -3.0K 7.7K -40 0.00 154.57 N/A N/A 0 0 1 10 2023-11-24 $50.37 $48.00 25.9% 7.4% 19.2% 18.1% 0.0% -11.3% -8.0% -3.0K 5.9K -34 0.00 156.99 N/A N/A 0 0 1 10 2023-11-27 $50.03 $48.00 27.8% 8.0% 19.0% 22.2% 0.0% -17.0% -9.1% -3.2K 8.0K -35 0.00 155.87 N/A N/A 0 0 1 10 2023-11-28 $50.76 $48.00 25.9% 7.4% 19.5% 18.1% 0.0% -2.3% -8.2% -3.0K 2.4K -22 0.00 153.33 N/A N/A 0 0 1 10 2023-11-29 $50.31 $48.00 28.2% 8.1% 19.3% 23.2% 0.0% -13.4% -10.2% -3.3K 5.1K -28 0.00 156.45 N/A N/A 0 0 1 10 2023-11-30 $50.52 $48.00 27.8% 8.0% 19.4% 22.2% 0.0% -7.8% -10.1% -3.2K 3.5K -23 0.00 155.67 N/A N/A 0 0 1 10
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