NANR Options History — January 2024 In January 2024, NANR traded between $46.83 and $51.41. ATM implied volatility averaged 24.7%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 6.0% (HV 20d: 18.7%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-04 : Highest Volume — 1 contracts2024-01-10 : Largest IV drop — 29.2% change2024-01-08 : Highest IV Rank — 30.5%2024-01-31 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $48.87 $46.83 $51.41 $51.08 $48.22 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 24.7% 18.4% 31.5% 25.3% 26.4% Expected Move 6.6% 5.3% 7.6% 7.2% 7.6% HV 20d 18.7% 15.7% 22.8% 22.8% 16.9% HV 60d 19.5% 18.9% 19.9% 19.9% 19.1% IV Rank 15.5% 1.7% 30.5% 16.7% 19.1% IV Percentile 48.0% 1.6% 88.1% 53.6% 68.7% Term Structure -1.1% -6.1% 10.3% -5.9% -6.1% VWIV 20.8% 20.8% 20.8% 20.8% 20.8% Skew 25d 4.9% -5.9% 28.5% 0.0% 8.5% Skew 10d 5.7% -4.0% 34.4% 21.9% 1.0% Call IV 25d 22.4% 15.2% 29.9% 29.8% 23.5% Put IV 25d 27.2% 14.9% 51.2% 29.8% 32.0% Bid-Ask Spread % 162.31 155.98 171.74 171.74 164.32 Gamma HHI 0.52 0.50 0.54 0.53 0.50 Net GEX 494 393 711 393 529 Net DEX -4.6K -7.0K -2.9K -7.0K -4.0K Net VEX -12 -14 -10 -14 -10 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 0.048 0 1 0 0 Total OI 2 2 2 2 2
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 2024-01-02 $51.08 $0.00 25.3% 7.2% 22.8% 16.7% 0.0% 0.0% -5.9% 393 -7.0K -14 0.00 171.74 N/A N/A 0 0 2 0 2024-01-03 $51.41 $0.00 24.4% 7.0% 22.2% 14.8% 0.0% 0.9% -1.4% 401 -6.9K -14 0.00 166.79 N/A N/A 0 0 2 0 2024-01-04 $50.88 $50.00 25.8% 5.7% 22.0% 17.8% 20.8% -0.5% 2.3% 406 -6.6K -14 0.00 160.43 N/A N/A 1 0 2 0 2024-01-05 $50.77 $50.00 26.4% 5.7% 21.3% 19.1% 0.0% -1.5% 0.8% 431 -6.5K -14 0.00 158.78 N/A N/A 0 0 2 0 2024-01-08 $50.51 $50.00 31.5% 5.8% 21.5% 30.5% 0.0% -1.8% -1.8% 467 -6.1K -14 0.00 158.75 N/A N/A 0 0 2 0 2024-01-09 $49.70 $50.00 30.7% 5.3% 22.1% 28.6% 0.0% -5.9% 10.3% 516 -5.5K -14 0.00 155.98 N/A N/A 0 0 2 0 2024-01-10 $49.29 $50.00 21.7% 6.2% 22.3% 8.9% 0.0% 1.6% 0.5% 500 -5.3K -14 0.00 162.29 N/A N/A 0 0 2 0 2024-01-11 $49.23 $50.00 21.9% 6.3% 21.5% 9.2% 0.0% 1.3% 1.6% 510 -5.2K -14 0.00 159.62 N/A N/A 0 0 2 0 2024-01-12 $49.56 $50.00 18.4% 5.3% 19.1% 1.7% 0.0% -2.3% 3.2% 529 -5.2K -13 0.00 157.20 N/A N/A 0 0 2 0 2024-01-16 $48.19 $50.00 22.3% 6.4% 18.0% 10.1% 0.0% 7.6% -2.3% 555 -3.7K -12 0.00 162.13 N/A N/A 0 0 2 0 2024-01-17 $47.45 $50.00 23.5% 6.7% 17.2% 12.7% 0.0% 3.4% -1.5% 462 -3.1K -11 0.00 163.11 N/A N/A 0 0 2 0 2024-01-18 $47.36 $50.00 23.9% 6.9% 17.0% 13.7% 0.0% 28.5% -1.5% 446 -2.9K -10 0.00 161.84 N/A N/A 0 0 2 0 2024-01-19 $47.61 $50.00 23.4% 6.7% 15.7% 12.6% 0.0% 5.5% -0.5% 489 -3.0K -11 0.00 162.60 N/A N/A 0 0 2 0 2024-01-22 $46.83 $50.00 25.0% 7.2% 15.9% 16.1% 0.0% 8.7% -4.6% 421 -3.0K -11 0.00 161.18 N/A N/A 0 0 2 0 2024-01-23 $47.30 $50.00 24.8% 7.1% 16.3% 15.6% 0.0% 13.5% -4.3% 460 -3.4K -11 0.00 164.48 N/A N/A 0 0 2 0 2024-01-24 $47.58 $50.00 24.0% 6.9% 16.0% 13.8% 0.0% 4.0% -4.5% 511 -2.9K -10 0.00 162.91 N/A N/A 0 0 2 0 2024-01-25 $47.97 $50.00 24.2% 6.9% 15.9% 14.3% 0.0% 6.8% -1.4% 495 -3.8K -11 0.00 164.38 N/A N/A 0 0 2 0 2024-01-26 $48.15 $50.00 24.7% 7.1% 16.1% 15.4% 0.0% 3.9% -2.4% 506 -4.0K -11 0.00 165.40 N/A N/A 0 0 2 0 2024-01-29 $48.40 $50.00 25.3% 7.3% 16.3% 16.8% 0.0% 10.1% -0.6% 630 -3.7K -10 0.00 161.34 N/A N/A 0 0 2 0 2024-01-30 $48.77 $50.00 25.8% 7.4% 16.6% 17.9% 0.0% 10.6% -3.2% 711 -4.1K -10 0.00 163.24 N/A N/A 0 0 2 0 2024-01-31 $48.22 $50.00 26.4% 7.6% 16.9% 19.1% 0.0% 8.5% -6.1% 529 -4.0K -10 0.00 164.32 N/A N/A 0 0 2 0
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