NANR Options History — October 2024 In October 2024, NANR traded between $55.84 and $58.00. ATM implied volatility averaged 23.8%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 8.7% (HV 20d: 15.1%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 30.4% change2024-10-08 : Highest IV Rank — 30.1%2024-10-31 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $57.18 $55.84 $58.00 $57.43 $55.84 ATM IV 23.8% 21.0% 30.2% 24.5% 26.5% Expected Move 6.5% 5.8% 7.6% 7.0% 7.6% HV 20d 15.1% 12.4% 17.0% 17.0% 12.4% HV 60d 18.9% 16.3% 19.7% 19.5% 16.3% IV Rank 15.1% 8.5% 30.1% 16.7% 21.3% IV Percentile 53.9% 30.6% 86.9% 63.5% 77.8% Term Structure -2.6% -5.3% 1.4% -4.0% -5.3% Skew 25d 1.4% -0.6% 8.8% 0.9% 0.2% Skew 10d 4.4% -3.5% 15.0% 7.3% -3.5% Call IV 25d 24.0% 13.7% 30.5% 27.7% 30.5% Put IV 25d 25.4% 22.4% 30.7% 28.7% 30.7% Bid-Ask Spread % 169.11 160.19 175.77 162.65 172.56 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 8.2K 5.7K 9.1K 8.0K 7.9K Net DEX -83.4K -99.7K -58.2K -88.2K -58.2K Net VEX -301 -340 -239 -339 -239 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 32 32 32 32 32
Daily Data (23 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 2024-10-01 $57.43 $0.00 24.5% 7.0% 17.0% 16.7% 0.0% 0.9% -4.0% 8.0K -88.2K -339 0.00 162.65 N/A N/A 0 0 32 0 2024-10-02 $57.55 $0.00 24.3% 7.0% 16.8% 16.2% 0.0% 0.4% -4.7% 8.1K -95.7K -340 0.00 160.19 N/A N/A 0 0 32 0 2024-10-03 $57.53 $0.00 27.0% 5.8% 16.6% 22.4% 0.0% 8.8% 1.4% 7.8K -91.3K -338 0.00 160.40 N/A N/A 0 0 32 0 2024-10-04 $57.95 $0.00 27.0% 6.0% 14.8% 22.6% 0.0% 1.2% -0.8% 7.7K -99.7K -335 0.00 161.72 N/A N/A 0 0 32 0 2024-10-07 $57.95 $0.00 29.2% 6.2% 14.8% 27.8% 0.0% 1.3% -1.3% 8.0K -98.4K -329 0.00 164.58 N/A N/A 0 0 32 0 2024-10-08 $56.84 $0.00 30.2% 6.2% 16.0% 30.1% 0.0% 1.1% -1.4% 8.0K -81.7K -318 0.00 166.84 N/A N/A 0 0 32 0 2024-10-09 $56.98 $0.00 21.0% 6.0% 16.0% 8.6% 0.0% 1.3% -0.6% 8.1K -80.3K -314 0.00 165.45 N/A N/A 0 0 32 0 2024-10-10 $57.55 $0.00 21.0% 6.0% 15.2% 8.5% 0.0% 8.8% -0.7% 8.6K -88.2K -323 0.00 165.14 N/A N/A 0 0 32 0 2024-10-11 $58.00 $0.00 21.4% 6.1% 15.1% 9.5% 0.0% 1.0% -2.7% 8.8K -99.3K -320 0.00 168.15 N/A N/A 0 0 32 0 2024-10-14 $57.71 $0.00 21.5% 6.2% 15.4% 9.8% 0.0% 0.5% -2.3% 8.4K -93.6K -314 0.00 169.52 N/A N/A 0 0 32 0 2024-10-15 $56.83 $0.00 21.1% 6.1% 16.6% 8.8% 0.0% -0.2% -1.4% 8.2K -76.7K -300 0.00 171.87 N/A N/A 0 0 32 0 2024-10-16 $57.26 $0.00 21.9% 6.3% 16.7% 10.6% 0.0% 4.1% -2.1% 8.3K -83.6K -305 0.00 173.13 N/A N/A 0 0 32 0 2024-10-17 $57.40 $0.00 22.0% 6.3% 15.9% 10.9% 0.0% 0.6% -2.4% 8.4K -85.7K -303 0.00 173.54 N/A N/A 0 0 32 0 2024-10-18 $57.74 $0.00 21.1% 6.0% 16.0% 8.6% 0.0% 0.3% -1.5% 8.9K -90.9K -305 0.00 172.44 N/A N/A 0 0 32 0 2024-10-21 $57.55 $0.00 21.5% 6.2% 16.1% 9.6% 0.0% -0.6% -3.0% 5.7K -91.6K -297 0.00 169.47 N/A N/A 0 0 32 0 2024-10-22 $57.66 $0.00 22.5% 6.5% 14.8% 12.1% 0.0% 0.6% -3.3% 8.9K -89.1K -295 0.00 174.01 N/A N/A 0 0 32 0 2024-10-23 $57.18 $0.00 22.2% 6.4% 13.7% 11.3% 0.0% 0.5% -2.1% 9.1K -80.2K -288 0.00 171.40 N/A N/A 0 0 32 0 2024-10-24 $56.68 $0.00 21.7% 6.2% 14.1% 10.2% 0.0% -0.1% -3.3% 9.0K -77.6K -283 0.00 169.42 N/A N/A 0 0 32 0 2024-10-25 $56.63 $0.00 23.6% 6.8% 14.0% 14.6% 0.0% 0.3% -4.5% 8.5K -71.5K -275 0.00 173.92 N/A N/A 0 0 32 0 2024-10-28 $56.58 $0.00 25.0% 7.2% 13.8% 17.9% 0.0% 0.9% -4.7% 8.4K -70.6K -262 0.00 175.77 N/A N/A 0 0 32 0 2024-10-29 $56.12 $0.00 25.0% 7.2% 12.4% 18.0% 0.0% 0.0% -4.8% 8.3K -62.2K -246 0.00 172.62 N/A N/A 0 0 32 0 2024-10-30 $56.14 $0.00 26.1% 7.5% 12.4% 20.4% 0.0% 0.5% -4.2% 8.1K -63.3K -253 0.00 174.66 N/A N/A 0 0 32 0 2024-10-31 $55.84 $0.00 26.5% 7.6% 12.4% 21.3% 0.0% 0.2% -5.3% 7.9K -58.2K -239 0.00 172.56 N/A N/A 0 0 32 0
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