NANR Options History — June 2024 In June 2024, NANR traded between $52.91 and $55.89. ATM implied volatility averaged 21.7%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 1.0% (HV 20d: 22.8%). Max pain ranged from $60.00 to $60.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-07 : Highest Volume — 16 contracts2024-06-12 : Largest IV drop — 37.0% change2024-06-11 : Highest IV Rank — 25.6%2024-06-05 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $54.30 $52.91 $55.89 $55.89 $54.42 Max Pain $60.00 $60.00 $60.00 $60.00 $60.00 ATM IV 21.7% 17.8% 28.3% 21.9% 22.8% Expected Move 5.7% 5.0% 6.9% 6.3% 6.5% HV 20d 22.8% 20.7% 23.8% 20.7% 21.6% HV 60d 18.7% 17.3% 19.4% 17.3% 18.8% IV Rank 10.2% 1.1% 25.6% 10.6% 12.6% IV Percentile 32.5% 2.0% 83.3% 29.8% 44.8% Term Structure -3.2% -6.1% -0.2% -5.5% -4.9% VWIV 22.3% 22.3% 22.3% 22.3% 22.3% Skew 25d -1.1% -8.5% 1.7% -7.8% 0.0% Skew 10d 0.6% -4.4% 11.3% 0.0% 1.5% Call IV 25d 24.9% 19.0% 37.5% 34.4% 25.0% Put IV 25d 23.8% 20.1% 29.9% 26.7% 25.0% Bid-Ask Spread % 158.70 143.31 165.03 143.31 158.16 Gamma HHI 0.58 0.37 1.00 1.00 0.51 Net GEX 2.5K 0 6.9K 1.4K 0 Net DEX -8.0K -22.6K 0 -8.2K 0 Net VEX -21 -64 0 -26 0 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 1.579 0 16 0 0 Total OI 20.842 0 37 7 0
Daily Data (19 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 2024-06-03 $55.89 $60.00 21.9% 6.3% 20.7% 10.6% 0.0% -7.8% -5.5% 1.4K -8.2K -26 0.00 143.31 N/A N/A 0 0 7 0 2024-06-04 $54.48 $60.00 23.4% 6.7% 22.1% 14.1% 0.0% -8.5% -4.6% 1.0K -5.8K -18 0.00 144.49 N/A N/A 0 0 7 0 2024-06-05 $54.67 $60.00 23.9% 6.9% 22.0% 15.4% 22.3% -7.5% -6.1% 1.0K -4.7K -16 0.00 148.58 N/A N/A 14 0 7 0 2024-06-06 $55.56 $0.00 24.4% 5.0% 22.9% 16.4% 0.0% 1.7% -1.2% 3.9K -14.8K -47 0.00 161.00 N/A N/A 0 0 21 0 2024-06-07 $54.24 $0.00 25.0% 5.1% 23.1% 17.9% 0.0% 0.2% -1.3% 2.6K -9.1K -34 0.00 161.53 N/A N/A 16 0 21 0 2024-06-10 $54.74 $0.00 26.6% 5.2% 23.5% 21.6% 0.0% 0.6% -2.8% 6.9K -22.6K -64 0.00 164.35 N/A N/A 0 0 37 0 2024-06-11 $54.13 $0.00 28.3% 5.2% 23.7% 25.6% 0.0% -5.1% -2.3% 5.6K -18.7K -53 0.00 161.97 N/A N/A 0 0 37 0 2024-06-12 $53.88 $0.00 17.8% 5.1% 23.4% 1.1% 0.0% -0.5% -2.7% 4.8K -13.7K -40 0.00 158.40 N/A N/A 0 0 37 0 2024-06-13 $53.22 $0.00 18.1% 5.2% 23.6% 1.7% 0.0% -0.1% -2.5% 3.1K -8.5K -24 0.00 156.28 N/A N/A 0 0 37 0 2024-06-14 $52.91 $0.00 18.9% 5.4% 23.6% 3.5% 0.0% 0.8% -2.5% 2.9K -8.1K -22 0.00 159.74 N/A N/A 0 0 37 0 2024-06-17 $53.04 $0.00 19.5% 5.6% 22.2% 5.0% 0.0% 0.7% -3.9% 2.8K -7.6K -16 0.00 158.81 N/A N/A 0 0 37 0 2024-06-18 $53.34 $0.00 19.9% 5.7% 22.2% 5.9% 0.0% 0.8% -3.3% 3.3K -9.2K -17 0.00 161.97 N/A N/A 0 0 37 0 2024-06-20 $54.31 $0.00 19.2% 5.5% 23.6% 4.2% 0.0% 1.3% -0.2% 4.9K -13.6K -13 0.00 159.39 N/A N/A 0 0 37 0 2024-06-21 $53.88 $0.00 20.5% 5.9% 22.3% 7.4% 0.0% -0.2% -3.5% 3.3K -7.6K -2 0.00 163.94 N/A N/A 0 0 37 0 2024-06-24 $55.14 $0.00 19.5% 5.6% 23.8% 5.0% 0.0% 1.3% -2.6% 0 0 0 0.00 159.78 N/A N/A 0 0 0 0 2024-06-25 $54.67 $0.00 20.7% 5.9% 23.8% 7.7% 0.0% 0.4% -3.2% 0 0 0 0.00 165.03 N/A N/A 0 0 0 0 2024-06-26 $54.51 $0.00 21.4% 6.1% 22.7% 9.3% 0.0% 0.7% -4.3% 0 0 0 0.00 164.76 N/A N/A 0 0 0 0 2024-06-27 $54.69 $0.00 21.1% 6.1% 21.7% 8.8% 0.0% 0.4% -4.1% 0 0 0 0.00 163.82 N/A N/A 0 0 0 0 2024-06-28 $54.42 $0.00 22.8% 6.5% 21.6% 12.6% 0.0% 0.0% -4.9% 0 0 0 0.00 158.16 N/A N/A 0 0 0 0
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