NANR Options History — July 2024 In July 2024, NANR traded between $54.34 and $57.03. ATM implied volatility averaged 21.7%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 5.7% (HV 20d: 16.0%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-02 : Highest Volume — 5 contracts2024-07-10 : Largest IV drop — 35.8% change2024-07-09 : Highest IV Rank — 24.6%2024-07-01 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $55.58 $54.34 $57.03 $54.38 $56.52 Max Pain $58.00 $58.00 $58.00 $58.00 $58.00 ATM IV 21.7% 17.7% 27.9% 24.9% 23.9% Expected Move 5.9% 5.1% 7.1% 7.1% 6.9% HV 20d 16.0% 13.3% 21.1% 21.1% 15.0% HV 60d 18.8% 18.0% 19.2% 18.8% 18.5% IV Rank 10.2% 0.8% 24.6% 17.6% 15.3% IV Percentile 34.8% 1.6% 83.3% 66.3% 57.1% Term Structure -3.8% -7.1% -1.3% -7.1% -6.4% Skew 25d 7.2% -0.5% 14.9% -0.5% 2.6% Skew 10d 4.6% 0.6% 16.0% 2.1% 4.4% Call IV 25d 16.4% 9.6% 27.7% 27.6% 26.2% Put IV 25d 23.6% 19.7% 28.8% 27.1% 28.8% Bid-Ask Spread % 169.19 157.68 179.55 160.45 171.33 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.7K 0 3.0K 0 1.9K Net DEX -6.6K -10.6K 0 0 -9.8K Net VEX -23 -31 0 0 -22 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 0.227 0 5 0 0 Total OI 4.545 0 5 0 5
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 2024-07-01 $54.38 $0.00 24.9% 7.1% 21.1% 17.6% 0.0% -0.5% -7.1% 0 0 0 0.00 160.45 N/A N/A 0 0 0 0 2024-07-02 $54.34 $0.00 23.2% 6.6% 19.8% 13.6% 0.0% 0.3% -5.6% 0 0 0 0.00 161.14 N/A N/A 5 0 0 0 2024-07-03 $55.45 $0.00 23.1% 6.6% 19.1% 13.3% 0.0% 11.3% -5.1% 1.7K -5.6K -29 0.00 163.69 N/A N/A 0 0 5 0 2024-07-05 $55.20 $58.00 24.3% 5.1% 19.1% 16.3% 0.0% 9.9% -1.7% 1.4K -7.2K -31 0.00 176.25 N/A N/A 0 0 5 0 2024-07-08 $54.81 $58.00 26.9% 5.2% 18.4% 22.3% 0.0% 8.6% -1.8% 1.3K -6.3K -28 0.00 178.00 N/A N/A 0 0 5 0 2024-07-09 $54.66 $58.00 27.9% 5.3% 16.2% 24.6% 0.0% 7.4% -2.6% 1.2K -6.0K -27 0.00 179.55 N/A N/A 0 0 5 0 2024-07-10 $55.28 $58.00 17.9% 5.1% 16.4% 1.3% 0.0% 11.4% -1.6% 1.4K -7.0K -29 0.00 176.85 N/A N/A 0 0 5 0 2024-07-11 $56.13 $58.00 17.7% 5.1% 16.6% 0.8% 0.0% 7.4% -1.3% 2.3K -7.0K -28 0.00 172.01 N/A N/A 0 0 5 0 2024-07-12 $56.38 $58.00 18.6% 5.3% 16.4% 2.9% 0.0% 4.8% -2.2% 2.4K -8.1K -29 0.00 170.95 N/A N/A 0 0 5 0 2024-07-15 $56.62 $58.00 18.2% 5.2% 15.5% 1.9% 0.0% 4.8% -3.2% 2.7K -8.7K -30 0.00 166.24 N/A N/A 0 0 5 0 2024-07-16 $56.92 $58.00 18.1% 5.2% 15.1% 1.6% 0.0% 3.7% -2.9% 3.0K -10.0K -31 0.00 157.68 N/A N/A 0 0 5 0 2024-07-17 $57.03 $58.00 19.3% 5.5% 15.1% 4.6% 0.0% 0.8% -2.9% 3.0K -10.6K -31 0.00 158.97 N/A N/A 0 0 5 0 2024-07-18 $56.33 $58.00 19.7% 5.6% 16.1% 5.4% 0.0% 7.5% -3.8% 2.6K -6.7K -25 0.00 165.83 N/A N/A 0 0 5 0 2024-07-19 $55.83 $58.00 20.2% 5.8% 15.6% 6.6% 0.0% 4.8% -3.9% 2.0K -6.0K -22 0.00 169.55 N/A N/A 0 0 5 0 2024-07-22 $55.65 $58.00 20.5% 5.9% 15.3% 7.4% 0.0% 8.2% -3.5% 1.5K -7.8K -25 0.00 171.21 N/A N/A 0 0 5 0 2024-07-23 $55.00 $58.00 21.3% 6.1% 13.7% 9.2% 0.0% 10.0% -4.0% 1.3K -6.2K -21 0.00 172.60 N/A N/A 0 0 5 0 2024-07-24 $54.93 $58.00 21.5% 6.2% 13.3% 9.8% 0.0% 7.0% -4.9% 1.3K -5.8K -21 0.00 170.42 N/A N/A 0 0 5 0 2024-07-25 $55.22 $58.00 20.5% 5.9% 13.4% 7.4% 0.0% 9.7% -3.8% 1.4K -6.0K -20 0.00 164.66 N/A N/A 0 0 5 0 2024-07-26 $55.42 $58.00 22.3% 6.4% 13.4% 11.6% 0.0% 13.8% -4.6% 1.5K -7.0K -21 0.00 172.13 N/A N/A 0 0 5 0 2024-07-29 $55.13 $58.00 23.8% 6.8% 13.4% 15.0% 0.0% 10.1% -5.7% 1.4K -6.0K -18 0.00 170.46 N/A N/A 0 0 5 0 2024-07-30 $55.44 $58.00 23.8% 6.8% 13.5% 15.0% 0.0% 14.9% -5.4% 1.5K -6.7K -19 0.00 172.09 N/A N/A 0 0 5 0 2024-07-31 $56.52 $58.00 23.9% 6.9% 15.0% 15.3% 0.0% 2.6% -6.4% 1.9K -9.8K -22 0.00 171.33 N/A N/A 0 0 5 0
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