NANR Options History — September 2024 In September 2024, NANR traded between $52.88 and $57.37. ATM implied volatility averaged 23.3%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 3.6% (HV 20d: 19.7%). Max pain ranged from $59.00 to $59.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-23 : Highest Volume — 32 contracts2024-09-18 : Largest IV spike — 37.0% change2024-09-10 : Highest IV Rank — 31.3%2024-09-26 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $55.06 $52.88 $57.37 $54.52 $56.42 Max Pain $59.00 $59.00 $59.00 $59.00 $59.00 ATM IV 23.3% 19.2% 30.7% 22.7% 24.5% Expected Move 6.2% 5.4% 8.5% 6.5% 7.0% HV 20d 19.7% 19.0% 20.7% 19.6% 20.1% HV 60d 19.3% 18.8% 19.8% 19.8% 19.2% IV Rank 13.9% 4.2% 31.3% 12.5% 16.6% IV Percentile 46.5% 10.7% 86.9% 46.4% 63.5% Term Structure -2.6% -8.1% 1.1% -6.5% -4.0% VWIV 19.5% 19.5% 19.5% 19.5% 19.5% Skew 25d 0.1% -10.4% 2.0% -6.1% 0.9% Skew 10d 2.4% -3.7% 10.7% -0.5% 5.1% Call IV 25d 24.9% 20.8% 41.7% 35.8% 27.0% Put IV 25d 25.0% 21.1% 35.3% 29.7% 27.9% Bid-Ask Spread % 165.24 146.67 182.58 146.67 165.81 Gamma HHI 0.61 0.35 1.00 0.50 1.00 Net GEX 4.0K 0 8.3K 0 7.3K Net DEX -27.8K -87.6K 0 0 -73.9K Net VEX -102 -354 0 0 -332 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 2.8 0 32 20 0 Total OI 22 0 32 0 32
Daily Data (20 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 2024-09-03 $54.52 $0.00 22.7% 6.5% 19.6% 12.5% 19.5% -6.1% -6.5% 0 0 0 0.00 146.67 N/A N/A 20 0 0 0 2024-09-04 $54.27 $59.00 25.6% 7.3% 19.4% 19.3% 0.0% -10.4% -7.1% 3.1K -19.5K -59 0.00 148.46 N/A N/A 0 0 20 0 2024-09-05 $54.05 $0.00 25.4% 5.6% 19.2% 18.9% 0.0% 0.3% 0.4% 2.9K -19.0K -57 0.00 167.31 N/A N/A 0 0 20 0 2024-09-06 $53.13 $0.00 25.6% 5.4% 19.2% 19.2% 0.0% -0.0% 1.1% 1.7K -5.4K -22 0.00 159.42 N/A N/A 0 0 20 0 2024-09-09 $53.53 $0.00 29.1% 5.8% 19.3% 27.5% 0.0% 1.2% -1.8% 1.8K -5.2K -20 0.00 166.77 N/A N/A 0 0 20 0 2024-09-10 $52.88 $0.00 30.7% 5.9% 19.0% 31.3% 0.0% 2.0% -0.5% 1.7K -6.3K -20 0.00 164.51 N/A N/A 0 0 20 0 2024-09-11 $53.00 $0.00 19.8% 5.7% 19.1% 5.8% 0.0% 1.6% 0.5% 1.7K -5.9K -19 0.00 158.66 N/A N/A 0 0 20 0 2024-09-12 $54.01 $0.00 19.6% 5.6% 20.3% 5.1% 0.0% 1.9% 0.2% 2.0K -6.0K -18 0.00 164.59 N/A N/A 0 0 20 0 2024-09-13 $54.55 $0.00 19.9% 5.7% 19.9% 5.9% 0.0% 1.1% -2.4% 2.8K -9.2K -23 0.00 169.50 N/A N/A 4 0 20 0 2024-09-16 $54.74 $0.00 20.4% 5.9% 19.8% 7.1% 0.0% 1.7% -1.6% 3.7K -11.9K -22 0.00 169.52 N/A N/A 0 0 24 0 2024-09-17 $55.09 $0.00 20.1% 5.8% 19.6% 6.3% 0.0% 1.1% -1.4% 4.1K -12.8K -20 0.00 167.85 N/A N/A 0 0 24 0 2024-09-18 $55.30 $0.00 27.5% 7.9% 19.4% 23.7% 0.0% 1.2% -8.1% 4.8K -25.1K -26 0.00 182.58 N/A N/A 0 0 24 0 2024-09-19 $56.13 $0.00 19.2% 5.5% 20.1% 4.2% 0.0% 0.9% -0.6% 6.1K -18.0K -15 0.00 163.89 N/A N/A 0 0 24 0 2024-09-20 $56.13 $0.00 20.1% 5.8% 20.0% 6.4% 0.0% 1.2% -1.9% 5.9K -15.2K -3 0.00 168.24 N/A N/A 0 0 24 0 2024-09-23 $56.36 $0.00 20.3% 5.8% 19.1% 7.0% 0.0% 0.4% -2.9% 0 0 0 0.00 164.05 N/A N/A 32 0 0 0 2024-09-24 $57.37 $0.00 20.6% 5.9% 19.8% 7.6% 0.0% 1.3% -1.7% 8.3K -87.6K -354 0.00 166.72 N/A N/A 0 0 32 0 2024-09-25 $56.39 $0.00 22.3% 6.4% 20.7% 11.6% 0.0% -0.1% -5.8% 7.3K -74.1K -343 0.00 163.25 N/A N/A 0 0 32 0 2024-09-26 $56.62 $0.00 29.6% 8.5% 20.3% 28.7% 0.0% 1.6% -5.8% 6.5K -79.7K -341 0.00 179.21 N/A N/A 0 0 32 0 2024-09-27 $56.81 $0.00 22.7% 6.5% 19.9% 12.5% 0.0% 1.0% -2.8% 8.3K -80.3K -342 0.00 167.70 N/A N/A 0 0 32 0 2024-09-30 $56.42 $0.00 24.5% 7.0% 20.1% 16.6% 0.0% 0.9% -4.0% 7.3K -73.9K -332 0.00 165.81 N/A N/A 0 0 32 0
« Aug 2024 | All History | Oct 2024 » Home NANR History September 2024