NANR Options History — February 2024 In February 2024, NANR traded between $46.97 and $49.05. ATM implied volatility averaged 24.7%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 5.3% (HV 20d: 19.4%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 28.5% change2024-02-06 : Highest IV Rank — 31.2%2024-02-29 : Largest Expected Move — 7.9%Monthly Statistics Metric Avg Min Max Open Close Price $48.26 $46.97 $49.05 $49.05 $48.77 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 24.7% 21.7% 31.8% 27.1% 27.5% Expected Move 6.6% 5.7% 7.9% 5.7% 7.9% HV 20d 19.4% 18.0% 20.8% 18.0% 19.9% HV 60d 19.5% 18.6% 20.2% 19.3% 19.8% IV Rank 15.4% 8.9% 31.2% 20.7% 21.7% IV Percentile 46.1% 13.5% 89.3% 73.4% 75.4% Term Structure -4.0% -11.1% 4.3% -5.5% -8.5% Skew 25d -1.5% -5.3% 1.3% 0.2% 0.5% Skew 10d -1.3% -6.3% 4.2% -0.7% 1.0% Call IV 25d 26.5% 22.4% 33.0% 24.0% 33.0% Put IV 25d 25.0% 22.9% 33.5% 24.2% 33.5% Bid-Ask Spread % 150.04 141.88 154.33 148.11 154.33 Gamma HHI 0.71 0.50 1.00 0.56 1.00 Net GEX 505 278 757 757 278 Net DEX -3.3K -4.5K -2.4K -4.5K -3.0K Net VEX -6 -10 -4 -10 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.6 1 2 2 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 2024-02-01 $49.05 $48.00 27.1% 5.7% 18.0% 20.7% 0.0% 0.2% -5.5% 757 -4.5K -10 0.00 148.11 N/A N/A 0 0 2 0 2024-02-02 $48.53 $48.00 27.8% 5.8% 18.1% 22.3% 0.0% 1.1% -2.3% 509 -4.5K -10 0.00 148.83 N/A N/A 0 0 2 0 2024-02-05 $47.76 $48.00 30.5% 6.6% 18.7% 28.2% 0.0% -0.1% -4.8% 500 -3.4K -9 0.00 145.43 N/A N/A 0 0 2 0 2024-02-06 $48.12 $48.00 31.8% 5.9% 19.0% 31.2% 0.0% -0.5% -2.4% 561 -3.8K -9 0.00 146.99 N/A N/A 0 0 2 0 2024-02-07 $48.09 $48.00 22.8% 6.5% 18.3% 11.2% 0.0% 1.3% -1.3% 533 -3.8K -9 0.00 149.11 N/A N/A 0 0 2 0 2024-02-08 $48.08 $48.00 22.0% 6.3% 18.2% 9.5% 0.0% -1.1% -3.4% 559 -3.7K -8 0.00 149.92 N/A N/A 0 0 2 0 2024-02-09 $47.50 $48.00 24.9% 7.1% 18.6% 15.9% 0.0% 0.6% -5.3% 517 -3.3K -8 0.00 150.35 N/A N/A 0 0 2 0 2024-02-12 $48.20 $48.00 22.3% 6.4% 19.3% 10.2% 0.0% -1.8% -3.3% 601 -3.7K -7 0.00 147.82 N/A N/A 0 0 2 0 2024-02-13 $46.97 $48.00 21.7% 6.2% 18.9% 8.9% 0.0% -0.3% -4.8% 504 -2.5K -6 0.00 141.88 N/A N/A 0 0 2 0 2024-02-14 $47.14 $48.00 24.2% 6.9% 18.2% 14.4% 0.0% 1.2% -3.0% 504 -2.8K -6 0.00 148.88 N/A N/A 0 0 2 0 2024-02-15 $48.50 $48.00 22.6% 6.5% 20.8% 10.9% 0.0% -1.6% 4.3% 662 -4.0K -6 0.00 147.13 N/A N/A 0 0 2 0 2024-02-16 $48.75 $48.00 22.6% 6.5% 20.8% 10.8% 0.0% -2.3% 3.5% 717 -4.2K -5 0.00 152.44 N/A N/A 0 0 2 0 2024-02-20 $48.30 $48.00 24.0% 6.9% 20.2% 14.0% 0.0% -0.8% -1.0% 313 -2.6K -5 0.00 151.63 N/A N/A 0 0 1 0 2024-02-21 $48.79 $48.00 23.5% 6.8% 20.2% 12.9% 0.0% -2.5% -8.1% 357 -2.9K -5 0.00 151.92 N/A N/A 0 0 1 0 2024-02-22 $48.78 $48.00 24.1% 6.9% 20.1% 14.2% 0.0% -2.9% -8.7% 375 -2.9K -5 0.00 153.16 N/A N/A 0 0 1 0 2024-02-23 $48.81 $48.00 23.3% 6.7% 19.9% 12.3% 0.0% -5.2% -10.1% 446 -2.9K -4 0.00 151.40 N/A N/A 0 0 1 0 2024-02-26 $48.55 $48.00 25.9% 7.4% 20.0% 18.0% 0.0% -5.0% -11.1% 444 -2.7K -4 0.00 153.58 N/A N/A 0 0 1 0 2024-02-27 $48.36 $48.00 22.7% 6.5% 20.0% 11.0% 0.0% -5.3% -1.2% 468 -2.5K -4 0.00 154.06 N/A N/A 0 0 1 0 2024-02-28 $48.17 $48.00 22.4% 6.4% 19.8% 10.4% 0.0% -5.0% -2.1% 491 -2.4K -4 0.00 153.81 N/A N/A 0 0 1 0 2024-02-29 $48.77 $48.00 27.5% 7.9% 19.9% 21.7% 0.0% 0.5% -8.5% 278 -3.0K -4 0.00 154.33 N/A N/A 0 0 1 0
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