NANR Options History — November 2024 In November 2024, NANR traded between $55.55 and $58.14. ATM implied volatility averaged 25.7%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 11.4% (HV 20d: 14.4%). Max pain ranged from $58.00 to $58.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 55.0% change2024-11-12 : Highest IV Rank — 63.0%2024-11-01 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $56.96 $55.55 $58.14 $55.55 $57.68 Max Pain $58.00 $58.00 $58.00 $58.00 $58.00 ATM IV 25.7% 19.4% 44.3% 26.6% 22.9% Expected Move 6.0% 5.5% 7.6% 7.6% 6.6% HV 20d 14.4% 11.1% 15.7% 12.1% 15.6% HV 60d 16.2% 15.0% 16.7% 15.9% 15.0% IV Rank 19.6% 4.7% 63.0% 21.5% 12.8% IV Percentile 54.7% 12.7% 97.6% 78.2% 52.0% Term Structure -4.0% -8.0% -1.8% -5.5% -5.5% Skew 25d -0.4% -1.6% 0.5% -0.5% -0.6% Skew 10d 0.4% -4.7% 3.8% -4.7% -0.1% Call IV 25d 23.5% 20.7% 31.8% 31.8% 26.2% Put IV 25d 23.1% 20.5% 31.3% 31.3% 25.6% Bid-Ask Spread % 160.21 155.58 170.31 170.31 162.22 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 9.9K 7.5K 11.8K 7.5K 11.6K Net DEX -72.9K -94.3K -50.0K -54.6K -83.6K Net VEX -211 -255 -175 -225 -175 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 (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 2024-11-01 $55.55 $0.00 26.6% 7.6% 12.1% 21.5% 0.0% -0.5% -5.5% 7.5K -54.6K -225 0.00 170.31 N/A N/A 0 0 32 0 2024-11-04 $56.09 $58.00 29.6% 6.1% 12.7% 28.6% 0.0% -0.5% -3.6% 8.1K -61.8K -230 0.00 155.58 N/A N/A 0 0 32 0 2024-11-05 $56.37 $58.00 31.5% 6.1% 11.1% 33.2% 0.0% -0.3% -5.4% 8.4K -65.9K -237 0.00 158.86 N/A N/A 0 0 32 0 2024-11-06 $57.85 $58.00 29.2% 5.6% 14.5% 27.8% 0.0% -0.3% -2.9% 10.0K -90.3K -255 0.00 158.07 N/A N/A 0 0 32 0 2024-11-07 $57.88 $58.00 29.2% 5.5% 14.1% 27.6% 0.0% -0.2% -1.8% 10.2K -90.7K -252 0.00 158.46 N/A N/A 0 0 32 0 2024-11-08 $57.30 $58.00 31.5% 5.5% 14.2% 33.2% 0.0% 0.1% -4.1% 10.0K -79.5K -244 0.00 160.71 N/A N/A 0 0 32 0 2024-11-11 $56.87 $58.00 40.4% 5.6% 14.4% 53.9% 0.0% -0.6% -4.5% 9.8K -70.9K -228 0.00 159.89 N/A N/A 0 0 32 0 2024-11-12 $56.13 $58.00 44.3% 5.5% 14.1% 63.0% 0.0% -0.7% -2.9% 9.1K -57.0K -207 0.00 158.10 N/A N/A 0 0 32 0 2024-11-13 $56.08 $58.00 19.9% 5.7% 13.8% 5.9% 0.0% 0.0% -4.6% 8.9K -56.8K -204 0.00 160.58 N/A N/A 0 0 32 0 2024-11-14 $56.06 $58.00 20.4% 5.8% 13.7% 7.0% 0.0% -0.4% -3.2% 8.8K -56.9K -201 0.00 162.34 N/A N/A 0 0 32 0 2024-11-15 $55.75 $58.00 19.4% 5.6% 13.5% 4.7% 0.0% -1.2% -2.9% 8.6K -50.0K -187 0.00 158.29 N/A N/A 0 0 32 0 2024-11-18 $56.74 $58.00 20.6% 5.9% 15.1% 7.7% 0.0% -0.3% -3.6% 10.0K -66.9K -200 0.00 161.06 N/A N/A 0 0 32 0 2024-11-19 $56.73 $58.00 20.6% 5.9% 15.1% 7.5% 0.0% -0.5% -3.2% 9.9K -67.0K -197 0.00 162.14 N/A N/A 0 0 32 0 2024-11-20 $57.31 $58.00 21.1% 6.0% 15.3% 8.6% 0.0% 0.0% -3.6% 10.6K -77.6K -205 0.00 160.53 N/A N/A 0 0 32 0 2024-11-21 $58.05 $58.00 20.5% 5.9% 15.6% 7.4% 0.0% 0.3% -3.8% 11.5K -92.4K -207 0.00 158.63 N/A N/A 0 0 32 0 2024-11-22 $58.14 $58.00 20.9% 6.0% 15.5% 8.2% 0.0% 0.5% -3.8% 11.6K -94.3K -204 0.00 159.31 N/A N/A 0 0 32 0 2024-11-25 $57.83 $58.00 20.8% 6.0% 15.7% 8.1% 0.0% -0.8% -3.6% 11.8K -87.1K -191 0.00 158.47 N/A N/A 0 0 32 0 2024-11-26 $57.36 $58.00 22.0% 6.3% 15.7% 10.9% 0.0% -0.7% -4.2% 11.1K -77.4K -183 0.00 162.71 N/A N/A 0 0 32 0 2024-11-27 $57.39 $58.00 23.1% 6.6% 15.7% 13.5% 0.0% -1.6% -8.0% 11.6K -77.1K -179 0.00 157.93 N/A N/A 0 0 32 0 2024-11-29 $57.68 $58.00 22.9% 6.6% 15.6% 12.8% 0.0% -0.6% -5.5% 11.6K -83.6K -175 0.00 162.22 N/A N/A 0 0 32 0
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