NANR Options History — March 2024 In March 2024, NANR traded between $49.30 and $54.60. ATM implied volatility averaged 26.1%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 10.9% (HV 20d: 15.2%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 61.0% change2024-03-12 : Highest IV Rank — 68.4%2024-03-01 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $51.78 $49.30 $54.60 $49.37 $54.60 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 26.1% 18.5% 48.7% 25.3% 19.7% Expected Move 5.8% 5.3% 7.2% 7.2% 5.7% HV 20d 15.2% 11.9% 19.5% 19.5% 13.5% HV 60d 18.1% 16.9% 19.8% 19.8% 17.6% IV Rank 18.7% 1.9% 68.4% 16.7% 4.8% IV Percentile 39.4% 2.0% 98.0% 57.9% 6.7% Term Structure -2.5% -4.9% -0.0% -4.9% -2.9% Skew 25d 1.3% -0.6% 6.3% 0.4% 3.2% Skew 10d 5.9% -4.8% 16.7% 0.3% 9.2% Call IV 25d 22.3% 16.0% 32.2% 32.2% 21.3% Put IV 25d 23.6% 22.1% 32.6% 32.6% 24.6% Bid-Ask Spread % 166.32 152.57 176.89 152.57 157.35 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 114 0 292 289 0 Net DEX -2.3K -5.0K 0 -3.5K 0 Net VEX -1 -3 0 -3 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.55 0 1 1 0
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 2024-03-01 $49.37 $48.00 25.3% 7.2% 19.5% 16.7% 0.0% 0.4% -4.9% 289 -3.5K -3 0.00 152.57 N/A N/A 0 0 1 0 2024-03-04 $49.32 $0.00 30.8% 5.8% 19.0% 28.8% 0.0% 6.3% -2.1% 282 -3.4K -3 0.00 176.89 N/A N/A 0 0 1 0 2024-03-05 $49.30 $0.00 33.5% 5.6% 18.0% 34.7% 0.0% 4.3% -1.1% 292 -3.4K -3 0.00 173.21 N/A N/A 0 0 1 0 2024-03-06 $49.87 $0.00 31.2% 5.5% 18.2% 29.8% 0.0% 0.8% -0.0% 266 -3.8K -2 0.00 173.12 N/A N/A 0 0 1 0 2024-03-07 $50.45 $0.00 36.6% 6.2% 18.5% 41.6% 0.0% 1.4% -4.9% 228 -4.1K -2 0.00 172.44 N/A N/A 0 0 1 0 2024-03-08 $50.58 $0.00 34.7% 5.7% 18.5% 37.5% 0.0% 0.7% -1.6% 221 -4.2K -2 0.00 172.18 N/A N/A 0 0 1 0 2024-03-11 $51.02 $0.00 42.8% 5.5% 17.7% 55.3% 0.0% 1.1% -1.0% 192 -4.4K -1 0.00 169.07 N/A N/A 0 0 1 0 2024-03-12 $50.98 $0.00 48.7% 5.6% 17.3% 68.4% 0.0% 0.6% -1.2% 196 -4.4K -1 0.00 171.47 N/A N/A 0 0 1 0 2024-03-13 $52.13 $0.00 19.0% 5.5% 15.0% 2.9% 0.0% 2.6% -1.6% 111 -4.9K 0 0.00 166.31 N/A N/A 0 0 1 0 2024-03-14 $51.98 $0.00 19.4% 5.5% 15.3% 3.7% 0.0% 0.2% -1.7% 119 -4.9K 0 0.00 167.86 N/A N/A 0 0 1 0 2024-03-15 $52.31 $0.00 21.2% 6.1% 12.5% 8.4% 0.0% 1.1% -4.6% 83 -5.0K 0 0.00 168.92 N/A N/A 0 0 1 0 2024-03-18 $52.54 $0.00 19.4% 5.6% 12.5% 4.0% 0.0% 1.4% -2.5% 0 0 0 0.00 165.32 N/A N/A 0 0 0 0 2024-03-19 $52.34 $0.00 20.1% 5.8% 11.9% 5.6% 0.0% 0.8% -1.9% 0 0 0 0.00 165.82 N/A N/A 0 0 0 0 2024-03-20 $53.05 $0.00 18.5% 5.3% 12.2% 1.9% 0.0% 0.5% -2.3% 0 0 0 0.00 159.26 N/A N/A 0 0 0 0 2024-03-21 $53.29 $0.00 19.6% 5.6% 12.1% 4.4% 0.0% 0.2% -1.6% 0 0 0 0.00 162.90 N/A N/A 0 0 0 0 2024-03-22 $52.69 $0.00 19.6% 5.6% 13.3% 4.6% 0.0% -0.3% -2.9% 0 0 0 0.00 163.56 N/A N/A 0 0 0 0 2024-03-25 $53.15 $0.00 20.9% 6.0% 12.9% 7.6% 0.0% -0.1% -3.3% 0 0 0 0.00 163.42 N/A N/A 0 0 0 0 2024-03-26 $52.91 $0.00 20.7% 5.9% 13.0% 7.2% 0.0% -0.6% -3.9% 0 0 0 0.00 163.60 N/A N/A 0 0 0 0 2024-03-27 $53.64 $0.00 20.3% 5.8% 13.0% 6.3% 0.0% 1.2% -3.6% 0 0 0 0.00 161.09 N/A N/A 0 0 0 0 2024-03-28 $54.60 $0.00 19.7% 5.7% 13.5% 4.8% 0.0% 3.2% -2.9% 0 0 0 0.00 157.35 N/A N/A 0 0 0 0
« Feb 2024 | All History | Apr 2024 » Home NANR History March 2024