NANR Options History — April 2024 In April 2024, NANR traded between $55.08 and $57.46. ATM implied volatility averaged 21.4%, placing in the 8.9% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 7.0% (HV 20d: 14.5%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-22 : Highest Volume — 4 contracts2024-04-10 : Largest IV drop — 31.7% change2024-04-09 : Highest IV Rank — 20.1%2024-04-02 : Largest Expected Move — 6.6%Monthly Statistics Metric Avg Min Max Open Close Price $56.16 $55.08 $57.46 $55.09 $55.99 Max Pain $58.00 $58.00 $58.00 $58.00 $58.00 ATM IV 21.4% 17.9% 26.2% 22.0% 23.1% Expected Move 5.8% 5.0% 6.6% 6.3% 6.6% HV 20d 14.5% 12.7% 16.9% 13.3% 16.9% HV 60d 16.7% 15.9% 17.7% 17.6% 16.8% IV Rank 8.9% 0.5% 20.1% 10.2% 12.7% IV Percentile 24.1% 1.2% 71.0% 22.6% 40.5% Term Structure -1.6% -5.4% 1.9% -4.0% -4.1% VWIV 17.9% 17.1% 18.7% 17.1% 18.7% Skew 25d 1.2% -6.0% 7.3% 0.8% 3.8% Skew 10d 5.2% 0.8% 15.7% 6.6% 0.8% Call IV 25d 22.2% 16.7% 29.4% 26.6% 23.0% Put IV 25d 23.4% 19.6% 28.2% 27.4% 26.8% Bid-Ask Spread % 158.35 152.98 163.03 157.55 157.03 Gamma HHI 0.56 0.50 0.67 0.50 0.67 Net GEX 807 0 2.7K 0 1.6K Net DEX -4.2K -11.7K 0 0 -8.4K Net VEX -13 -29 0 0 -23 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 0.273 0 4 0 0 Total OI 2.545 0 6 0 6
Daily Data (22 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 2024-04-01 $55.09 $0.00 22.0% 6.3% 13.3% 10.2% 0.0% 0.8% -4.0% 0 0 0 0.00 157.55 N/A N/A 0 0 0 0 2024-04-02 $55.57 $0.00 23.1% 6.6% 13.1% 12.8% 0.0% 0.8% -5.1% 0 0 0 0.00 155.93 N/A N/A 0 0 0 0 2024-04-03 $56.31 $0.00 23.1% 6.6% 13.1% 12.7% 0.0% 3.1% -5.4% 0 0 0 0.00 152.98 N/A N/A 0 0 0 0 2024-04-04 $56.10 $0.00 23.4% 5.3% 13.5% 13.5% 0.0% -0.5% -0.1% 0 0 0 0.00 163.03 N/A N/A 0 0 0 0 2024-04-05 $56.87 $0.00 23.3% 5.0% 13.6% 13.2% 0.0% 2.2% -0.7% 0 0 0 0.00 157.54 N/A N/A 0 0 0 0 2024-04-08 $56.66 $0.00 25.7% 5.3% 14.0% 18.8% 17.1% 1.8% -0.0% 0 0 0 0.00 154.31 N/A N/A 2 0 0 0 2024-04-09 $57.05 $58.00 26.2% 5.2% 14.0% 20.1% 0.0% 0.1% 0.5% 666 -4.5K -14 0.00 159.75 N/A N/A 0 0 2 0 2024-04-10 $57.05 $58.00 17.9% 5.1% 13.9% 0.5% 0.0% 0.4% 0.0% 675 -4.5K -14 0.00 159.66 N/A N/A 0 0 2 0 2024-04-11 $56.92 $58.00 18.7% 5.4% 12.7% 2.4% 0.0% 0.0% -0.9% 682 -4.3K -14 0.00 157.00 N/A N/A 0 0 2 0 2024-04-12 $55.81 $58.00 18.2% 5.2% 15.2% 1.3% 0.0% -1.7% 1.1% 561 -3.1K -12 0.00 159.80 N/A N/A 0 0 2 0 2024-04-15 $55.38 $58.00 19.6% 5.6% 15.6% 4.6% 0.0% -0.9% -0.1% 519 -2.6K -10 0.00 158.36 N/A N/A 0 0 2 0 2024-04-16 $55.08 $58.00 19.7% 5.6% 15.9% 4.7% 0.0% 0.8% -1.1% 481 -2.3K -9 0.00 161.76 N/A N/A 0 0 2 0 2024-04-17 $55.22 $58.00 19.5% 5.6% 15.7% 4.4% 0.0% -5.4% -1.2% 475 -2.7K -10 0.00 158.20 N/A N/A 0 0 2 0 2024-04-18 $55.55 $58.00 20.8% 6.0% 15.3% 7.3% 0.0% -6.0% -2.3% 511 -2.9K -10 0.00 161.59 N/A N/A 0 0 2 0 2024-04-19 $55.91 $58.00 20.6% 5.9% 15.3% 6.9% 0.0% -5.1% -1.8% 522 -3.4K -11 0.00 161.65 N/A N/A 0 0 2 0 2024-04-22 $55.70 $58.00 20.9% 6.0% 14.6% 7.6% 18.7% 4.5% -3.3% 538 -3.1K -10 0.00 155.76 N/A N/A 4 0 2 0 2024-04-23 $55.69 $58.00 21.1% 6.1% 14.5% 8.2% 0.0% 4.0% -1.8% 1.4K -9.3K -29 0.00 159.32 N/A N/A 0 0 6 0 2024-04-24 $55.85 $58.00 21.2% 6.1% 14.3% 8.2% 0.0% 4.7% -0.9% 1.5K -8.9K -27 0.00 162.21 N/A N/A 0 0 6 0 2024-04-25 $57.02 $58.00 20.1% 5.8% 15.2% 5.7% 0.0% 7.3% -1.7% 2.4K -10.3K -29 0.00 153.67 N/A N/A 0 0 6 0 2024-04-26 $57.17 $58.00 21.0% 6.0% 14.2% 7.8% 0.0% 6.6% 1.9% 2.5K -10.8K -29 0.00 158.34 N/A N/A 0 0 6 0 2024-04-29 $57.46 $58.00 22.5% 6.5% 14.0% 11.4% 0.0% 5.9% -3.6% 2.7K -11.7K -28 0.00 158.31 N/A N/A 0 0 6 0 2024-04-30 $55.99 $58.00 23.1% 6.6% 16.9% 12.7% 0.0% 3.8% -4.1% 1.6K -8.4K -23 0.00 157.03 N/A N/A 0 0 6 0
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