NANR Options History — May 2024

In May 2024, NANR traded between $55.50 and $58.68. ATM implied volatility averaged 24.8%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 7.6% (HV 20d: 17.2%). Max pain ranged from $58.00 to $60.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-05-21: Highest Volume — 7 contracts
2024-05-15: Largest IV drop — 63.9% change
2024-05-14: Highest IV Rank — 72.0%
2024-05-02: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.96	$55.50	$58.68	$55.50	$57.11
Max Pain	$59.40	$58.00	$60.00	$58.00	$60.00
ATM IV	24.8%	17.4%	48.2%	23.4%	21.9%
Expected Move	5.7%	5.0%	7.2%	6.7%	6.3%
HV 20d	17.2%	15.6%	19.7%	16.5%	19.0%
HV 60d	15.7%	14.4%	16.8%	16.5%	16.8%
IV Rank	17.1%	0.0%	72.0%	13.5%	10.5%
IV Percentile	42.8%	0.0%	98.4%	46.8%	29.4%
Term Structure	-3.4%	-6.5%	5.1%	-4.1%	-5.0%
VWIV	15.9%	15.9%	15.9%	15.9%	15.9%
Skew 25d	-3.6%	-11.1%	8.7%	-5.7%	-3.7%
Skew 10d	0.6%	-4.8%	10.8%	1.3%	-3.4%
Call IV 25d	25.7%	12.3%	34.2%	34.2%	27.9%
Put IV 25d	22.1%	19.4%	29.9%	28.5%	24.3%
Bid-Ask Spread %	149.22	141.95	160.84	154.59	147.11
Gamma HHI	0.85	0.66	1.00	0.67	1.00
Net GEX	2.8K	0	7.6K	1.4K	1.7K
Net DEX	-14.1K	-28.1K	0	-7.3K	-9.0K
Net VEX	-25	-39	0	-21	-29
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	0.864	0	7	0	0
Total OI	8.5	0	12	6	7

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2024-05-01	$55.50	$58.00	23.4%	6.7%	16.5%	13.5%	0.0%	-5.7%	-4.1%	1.4K	-7.3K	-21	154.59	N/A	N/A	0	6
2024-05-02	$55.60	$58.00	25.1%	7.2%	16.5%	17.6%	0.0%	-3.5%	-5.8%	1.5K	-7.7K	-20	159.57	N/A	N/A	0	6
2024-05-03	$55.78	$58.00	23.7%	6.8%	15.7%	14.2%	0.0%	2.0%	-3.0%	1.6K	-7.4K	-20	160.84	N/A	N/A	6	6
2024-05-06	$56.42	$0.00	30.0%	5.3%	16.2%	29.1%	0.0%	-6.4%	-3.6%	3.5K	-18.0K	-39	151.51	N/A	N/A	0	12
2024-05-07	$56.73	$0.00	27.6%	5.4%	16.2%	23.3%	0.0%	-6.2%	-3.5%	3.8K	-19.5K	-38	151.00	N/A	N/A	0	12
2024-05-08	$56.46	$0.00	28.2%	5.3%	16.3%	24.8%	0.0%	-6.7%	-3.3%	3.7K	-17.2K	-34	150.00	N/A	N/A	0	12
2024-05-09	$57.53	$0.00	31.0%	5.2%	17.6%	31.5%	0.0%	-3.5%	-4.3%	4.8K	-24.0K	-38	146.89	N/A	N/A	0	12
2024-05-10	$57.43	$0.00	33.0%	5.1%	15.9%	36.2%	0.0%	-4.3%	-2.9%	4.6K	-23.8K	-35	147.90	N/A	N/A	0	12
2024-05-13	$57.14	$0.00	38.2%	5.2%	15.8%	48.4%	0.0%	-5.1%	-3.4%	4.2K	-21.9K	-25	150.80	N/A	N/A	0	12
2024-05-14	$57.51	$0.00	48.2%	5.5%	15.6%	72.0%	0.0%	-3.9%	-6.5%	4.6K	-24.1K	-23	149.37	N/A	N/A	0	12
2024-05-15	$57.49	$0.00	17.4%	5.0%	15.7%	0.0%	0.0%	-4.7%	-3.0%	5.0K	-22.7K	-19	145.76	N/A	N/A	0	12
2024-05-16	$57.25	$0.00	18.5%	5.3%	15.7%	2.7%	0.0%	-5.5%	5.1%	4.4K	-22.1K	-13	149.56	N/A	N/A	6	12
2024-05-17	$58.33	$0.00	17.6%	5.0%	16.8%	0.5%	0.0%	-1.9%	-2.3%	7.6K	-28.1K	-3	145.21	N/A	N/A	0	12
2024-05-20	$58.68	$0.00	19.3%	5.5%	16.7%	4.6%	0.0%	8.7%	-4.6%	0	0	0	147.27	N/A	N/A	0	0
2024-05-21	$58.39	$0.00	18.8%	5.4%	16.9%	3.4%	15.9%	0.3%	-1.9%	0	0	0	146.87	N/A	N/A	7	0
2024-05-22	$56.91	$60.00	19.1%	5.5%	19.6%	4.0%	0.0%	2.4%	-4.3%	1.5K	-10.3K	-36	145.30	N/A	N/A	0	7
2024-05-23	$56.23	$60.00	19.0%	5.4%	18.6%	3.8%	0.0%	-9.7%	-3.0%	1.3K	-8.8K	-32	141.95	N/A	N/A	0	7
2024-05-24	$56.47	$60.00	20.1%	5.8%	18.7%	6.4%	0.0%	-1.9%	-2.8%	1.4K	-9.7K	-34	148.70	N/A	N/A	0	7
2024-05-28	$57.48	$60.00	20.9%	6.0%	19.7%	8.2%	0.0%	-0.6%	-4.0%	1.7K	-11.5K	-34	147.34	N/A	N/A	0	7
2024-05-29	$56.27	$60.00	21.3%	6.1%	19.0%	9.1%	0.0%	-11.1%	-4.3%	1.3K	-9.0K	-30	146.49	N/A	N/A	0	7
2024-05-30	$56.47	$60.00	22.9%	6.6%	18.7%	12.9%	0.0%	-9.3%	-5.1%	1.4K	-9.2K	-30	148.81	N/A	N/A	0	7
2024-05-31	$57.11	$60.00	21.9%	6.3%	19.0%	10.5%	0.0%	-3.7%	-5.0%	1.7K	-9.0K	-29	147.11	N/A	N/A	0	7