NANR Options History — August 2024 In August 2024, NANR traded between $52.06 and $56.79. ATM implied volatility averaged 27.2%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 5.0% (HV 20d: 22.2%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 70.8% change2024-08-06 : Highest IV Rank — 83.5%2024-08-06 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $54.74 $52.06 $56.79 $54.64 $56.31 Max Pain $58.00 $58.00 $58.00 $58.00 $58.00 ATM IV 27.2% 18.3% 53.0% 23.1% 21.3% Expected Move 6.1% 5.2% 9.1% 6.6% 6.1% HV 20d 22.2% 16.9% 24.1% 18.2% 16.9% HV 60d 20.3% 18.9% 21.1% 19.6% 18.9% IV Rank 23.0% 2.1% 83.5% 13.3% 9.2% IV Percentile 45.2% 4.4% 99.6% 46.8% 32.5% Term Structure -3.0% -12.6% 7.0% -5.9% -3.2% Skew 25d -4.2% -9.2% 1.0% -0.9% -5.2% Skew 10d 2.5% -10.1% 9.0% 2.7% 1.1% Call IV 25d 29.2% 20.7% 49.6% 29.4% 30.1% Put IV 25d 25.1% 20.2% 40.4% 28.5% 25.0% Bid-Ask Spread % 150.83 139.02 171.02 166.38 146.71 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 487 0 1.5K 1.2K 0 Net DEX -1.9K -5.1K 0 -4.3K 0 Net VEX -4 -14 0 -14 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2.727 0 5 5 0
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 2024-08-01 $54.64 $58.00 23.1% 6.6% 18.2% 13.3% 0.0% -0.9% -5.9% 1.2K -4.3K -14 0.00 166.38 N/A N/A 0 0 5 0 2024-08-02 $53.09 $58.00 25.6% 7.3% 20.7% 19.3% 0.0% -0.5% -6.7% 644 -2.0K -8 0.00 164.97 N/A N/A 0 0 5 0 2024-08-05 $52.06 $0.00 43.7% 8.0% 21.6% 61.7% 0.0% -7.4% -4.3% 588 -2.9K -9 0.00 158.51 N/A N/A 0 0 5 0 2024-08-06 $52.63 $0.00 53.0% 9.1% 22.1% 83.5% 0.0% -9.2% -12.6% 696 -5.0K -12 0.00 171.02 N/A N/A 0 0 5 0 2024-08-07 $52.16 $0.00 31.3% 5.5% 21.7% 32.7% 0.0% 0.3% -3.2% 406 -1.2K -4 0.00 139.02 N/A N/A 0 0 5 0 2024-08-08 $53.16 $0.00 43.8% 7.2% 22.1% 61.9% 0.0% -7.7% -6.1% 780 -4.2K -10 0.00 159.55 N/A N/A 0 0 5 0 2024-08-09 $53.33 $0.00 33.9% 5.5% 22.1% 38.7% 0.0% -6.3% -0.1% 743 -2.7K -6 0.00 147.22 N/A N/A 0 0 5 0 2024-08-12 $54.09 $0.00 42.0% 5.5% 22.8% 57.7% 0.0% -6.3% -1.8% 962 -3.6K -6 0.00 148.96 N/A N/A 0 0 5 0 2024-08-13 $54.18 $0.00 47.1% 5.6% 22.6% 69.7% 0.0% 1.0% -1.7% 988 -3.7K -5 0.00 147.29 N/A N/A 0 0 5 0 2024-08-14 $54.20 $0.00 19.0% 5.5% 22.6% 3.8% 0.0% -6.7% -1.7% 976 -3.4K -4 0.00 148.64 N/A N/A 0 0 5 0 2024-08-15 $55.02 $0.00 18.3% 5.2% 23.1% 2.1% 0.0% -0.8% 7.0% 1.3K -4.6K -4 0.00 146.93 N/A N/A 0 0 5 0 2024-08-16 $55.34 $0.00 18.6% 5.3% 23.1% 2.8% 0.0% -2.6% -1.0% 1.5K -5.1K -1 0.00 148.25 N/A N/A 0 0 5 0 2024-08-19 $55.89 $0.00 18.3% 5.2% 23.3% 2.2% 0.0% -4.3% -2.2% 0 0 0 0.00 146.68 N/A N/A 0 0 0 0 2024-08-20 $55.38 $0.00 18.6% 5.3% 23.2% 2.8% 0.0% -1.6% -2.2% 0 0 0 0.00 145.42 N/A N/A 0 0 0 0 2024-08-21 $55.58 $0.00 19.3% 5.5% 23.2% 4.6% 0.0% -4.6% -2.9% 0 0 0 0.00 147.47 N/A N/A 0 0 0 0 2024-08-22 $55.25 $0.00 19.7% 5.6% 23.2% 5.4% 0.0% -1.0% -1.9% 0 0 0 0.00 148.31 N/A N/A 0 0 0 0 2024-08-23 $56.20 $0.00 19.1% 5.5% 24.0% 4.0% 0.0% -4.3% -1.6% 0 0 0 0.00 145.86 N/A N/A 0 0 0 0 2024-08-26 $56.79 $0.00 19.7% 5.7% 24.1% 5.5% 0.0% -6.4% -3.6% 0 0 0 0.00 148.00 N/A N/A 0 0 0 0 2024-08-27 $56.55 $0.00 20.6% 5.9% 24.1% 7.6% 0.0% -6.9% -3.9% 0 0 0 0.00 149.15 N/A N/A 0 0 0 0 2024-08-28 $55.90 $0.00 21.2% 6.1% 23.5% 8.9% 0.0% -5.0% -3.3% 0 0 0 0.00 148.14 N/A N/A 0 0 0 0 2024-08-29 $56.52 $0.00 20.6% 5.9% 20.2% 7.6% 0.0% -4.9% -3.8% 0 0 0 0.00 145.75 N/A N/A 0 0 0 0 2024-08-30 $56.31 $0.00 21.3% 6.1% 16.9% 9.2% 0.0% -5.2% -3.2% 0 0 0 0.00 146.71 N/A N/A 0 0 0 0
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