NANR Options History — December 2023 In December 2023, NANR traded between $48.67 and $51.86. ATM implied volatility averaged 28.9%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 8.6% (HV 20d: 20.3%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-06 : Highest Volume — 2 contracts2023-12-13 : Largest IV drop — 67.6% change2023-12-12 : Highest IV Rank — 93.3%2023-12-01 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $50.52 $48.67 $51.86 $51.26 $50.99 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 28.9% 19.5% 60.0% 27.0% 23.8% Expected Move 6.2% 5.6% 7.7% 7.7% 6.8% HV 20d 20.3% 15.8% 23.7% 17.6% 23.4% HV 60d 19.7% 18.2% 21.1% 18.3% 19.9% IV Rank 24.7% 4.0% 93.3% 20.5% 13.5% IV Percentile 47.2% 2.8% 99.6% 66.3% 41.3% Term Structure -1.8% -9.2% 1.8% -9.2% -1.4% Skew 25d -0.5% -4.0% 9.7% -1.8% 0.6% Skew 10d 7.6% -4.5% 21.5% -4.5% 21.5% Call IV 25d 24.5% 13.1% 32.4% 32.4% 27.6% Put IV 25d 24.0% 22.0% 30.6% 30.6% 28.2% Bid-Ask Spread % 171.69 154.40 177.27 154.40 175.99 Gamma HHI 0.77 0.52 1.00 1.00 0.53 Net GEX -1.5K -3.9K 387 -2.9K 387 Net DEX -132 -9.1K 15.3K -1.9K -6.6K Net VEX -21 -39 -8 -8 -15 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 0.25 0 2 1 0 Total OI 8.1 2 14 11 2
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 2023-12-01 $51.26 $48.00 27.0% 7.7% 17.6% 20.5% 0.0% -1.8% -9.2% -2.9K -1.9K -8 0.00 154.40 N/A N/A 1 0 1 10 2023-12-04 $50.49 $0.00 34.3% 5.8% 18.1% 36.6% 0.0% 0.3% 1.6% -3.1K 782 -30 0.00 173.52 N/A N/A 0 0 2 10 2023-12-05 $49.83 $0.00 32.9% 5.8% 18.0% 33.4% 0.0% -0.3% 1.8% -3.2K 5.9K -36 0.00 175.24 N/A N/A 0 0 2 10 2023-12-06 $49.16 $0.00 33.8% 5.9% 16.8% 35.4% 0.0% -0.3% 0.8% -3.7K 10.6K -39 0.00 172.78 N/A N/A 2 0 2 10 2023-12-07 $49.13 $0.00 38.0% 6.1% 15.8% 44.7% 0.0% 0.6% 0.3% -3.3K 11.7K -38 0.00 176.18 N/A N/A 0 0 4 10 2023-12-08 $49.55 $0.00 42.3% 6.2% 16.0% 54.1% 0.0% 0.8% -1.5% -3.3K 8.1K -34 0.00 175.40 N/A N/A 0 0 4 10 2023-12-11 $49.48 $0.00 49.3% 6.2% 16.0% 69.6% 0.0% 0.9% -1.3% -3.6K 8.1K -27 0.00 177.27 N/A N/A 0 0 4 10 2023-12-12 $48.67 $0.00 60.0% 6.1% 16.9% 93.3% 0.0% 0.8% -1.6% -3.9K 15.3K -27 0.00 174.92 N/A N/A 1 0 4 10 2023-12-13 $50.06 $0.00 19.5% 5.6% 18.3% 4.0% 0.0% 1.6% -1.5% -3.8K 1.4K -18 0.00 167.21 N/A N/A 0 0 4 10 2023-12-14 $51.54 $0.00 20.3% 5.8% 21.1% 5.8% 0.0% 9.7% -0.7% -300 -9.1K -8 0.00 173.28 N/A N/A 0 0 4 10 2023-12-15 $50.38 $0.00 23.0% 6.6% 22.5% 11.8% 0.0% -2.2% -4.0% -2.2K 7.2K -11 0.00 174.14 N/A N/A 1 0 3 10 2023-12-18 $50.55 $0.00 20.4% 5.9% 22.2% 6.0% 0.0% -2.8% -2.7% 384 -6.2K -17 0.00 170.25 N/A N/A 0 0 2 0 2023-12-19 $51.39 $0.00 20.6% 5.9% 22.9% 6.4% 0.0% -2.1% -2.4% 368 -6.8K -16 0.00 170.25 N/A N/A 0 0 2 0 2023-12-20 $50.64 $0.00 20.0% 5.7% 23.5% 5.1% 0.0% -4.0% -1.5% 380 -6.4K -16 0.00 166.63 N/A N/A 0 0 2 0 2023-12-21 $50.91 $0.00 22.2% 6.4% 23.6% 9.9% 0.0% -2.6% -2.6% 375 -6.5K -16 0.00 172.52 N/A N/A 0 0 2 0 2023-12-22 $51.38 $0.00 22.1% 6.3% 23.7% 9.7% 0.0% -2.9% -3.7% 359 -6.9K -15 0.00 170.00 N/A N/A 0 0 2 0 2023-12-26 $51.86 $0.00 22.9% 6.6% 23.7% 11.5% 0.0% -3.0% -3.2% 355 -7.2K -15 0.00 172.12 N/A N/A 0 0 2 0 2023-12-27 $51.76 $0.00 22.4% 6.4% 23.3% 10.3% 0.0% -3.1% -3.3% 358 -7.1K -15 0.00 171.13 N/A N/A 0 0 2 0 2023-12-28 $51.30 $0.00 23.1% 6.6% 23.3% 11.9% 0.0% -0.3% -0.8% 379 -6.8K -15 0.00 170.61 N/A N/A 0 0 2 0 2023-12-29 $50.99 $0.00 23.8% 6.8% 23.4% 13.5% 0.0% 0.6% -1.4% 387 -6.6K -15 0.00 175.99 N/A N/A 0 0 2 0
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