NANR Options History — December 2024 In December 2024, NANR traded between $50.19 and $57.72. ATM implied volatility averaged 23.2%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 4.9% (HV 20d: 18.3%). Max pain ranged from $47.00 to $58.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-20 : Highest Volume — 2 contracts2024-12-11 : Largest IV drop — 34.2% change2024-12-10 : Highest IV Rank — 28.4%2024-12-31 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $53.54 $50.19 $57.72 $57.30 $51.09 Max Pain $51.13 $47.00 $58.00 $58.00 $47.00 ATM IV 23.2% 19.4% 29.5% 23.2% 25.6% Expected Move 6.2% 5.4% 7.3% 6.6% 7.3% HV 20d 18.3% 14.3% 22.1% 15.7% 21.5% HV 60d 16.2% 14.6% 17.9% 14.6% 17.3% IV Rank 14.9% 4.7% 28.4% 13.6% 23.0% IV Percentile 52.0% 13.1% 86.5% 56.3% 75.0% Term Structure -3.9% -7.5% -0.4% -5.5% -6.1% VWIV 31.0% 31.0% 31.0% 31.0% 31.0% Skew 25d -1.8% -11.4% 0.9% 0.6% 0.9% Skew 10d -4.1% -19.0% 2.5% 2.5% 1.6% Call IV 25d 25.8% 20.4% 30.4% 27.2% 30.3% Put IV 25d 24.0% 17.0% 31.2% 27.8% 31.2% Bid-Ask Spread % 161.79 146.46 175.56 160.01 157.45 Gamma HHI 0.89 0.51 1.00 1.00 0.58 Net GEX 5.1K 61 12.3K 12.3K 178 Net DEX -25.9K -83.9K -195 -73.3K -6.0K Net VEX -60 -157 0 -155 -28 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 0.143 0 2 0 0 Total OI 23.667 2 32 32 3
Daily Data (21 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 2024-12-02 $57.30 $58.00 23.2% 6.6% 15.7% 13.6% 0.0% 0.6% -5.5% 12.3K -73.3K -155 0.00 160.01 N/A N/A 0 0 32 0 2024-12-03 $57.72 $58.00 24.9% 7.2% 15.5% 17.7% 0.0% -0.4% -6.8% 11.9K -83.9K -157 0.00 163.33 N/A N/A 0 0 32 0 2024-12-04 $56.55 $58.00 22.9% 6.6% 17.3% 13.0% 0.0% -2.5% -6.9% 11.3K -55.8K -132 0.00 154.71 N/A N/A 0 0 32 0 2024-12-05 $56.50 $0.00 25.2% 5.4% 14.3% 18.4% 0.0% 0.1% -2.3% 10.9K -55.9K -128 0.00 174.74 N/A N/A 0 0 32 0 2024-12-06 $55.48 $0.00 27.7% 5.4% 15.5% 24.3% 0.0% -0.6% -2.7% 8.6K -37.3K -99 0.00 173.54 N/A N/A 0 0 32 0 2024-12-09 $56.06 $0.00 27.2% 5.4% 15.9% 23.1% 0.0% -0.7% -1.2% 10.3K -44.3K -97 0.00 173.21 N/A N/A 0 0 32 0 2024-12-10 $55.72 $0.00 29.5% 5.5% 15.8% 28.4% 0.0% -0.1% -3.1% 9.2K -39.9K -89 0.00 174.61 N/A N/A 0 0 32 0 2024-12-11 $56.00 $0.00 19.4% 5.6% 15.2% 4.7% 0.0% 0.4% -1.8% 9.9K -44.8K -91 0.00 175.56 N/A N/A 0 0 32 0 2024-12-12 $55.36 $0.00 19.7% 5.7% 15.8% 5.5% 0.0% -0.9% -2.8% 8.4K -32.9K -69 0.00 173.57 N/A N/A 0 0 32 0 2024-12-13 $54.44 $0.00 20.0% 5.7% 16.8% 7.3% 0.0% -0.6% -2.5% 6.1K -21.6K -50 0.00 170.51 N/A N/A 0 0 32 0 2024-12-16 $53.45 $0.00 21.1% 6.0% 17.8% 10.4% 0.0% -1.2% -4.0% 3.4K -9.2K -21 0.00 158.08 N/A N/A 0 0 32 0 2024-12-17 $52.92 $0.00 21.9% 6.3% 16.4% 12.8% 0.0% -1.7% -3.8% 3.0K -8.5K -16 0.00 164.79 N/A N/A 0 0 32 0 2024-12-18 $50.55 $0.00 19.8% 5.7% 22.1% 6.7% 0.0% -11.4% -0.4% 374 -654 -2 0.00 146.46 N/A N/A 0 0 32 0 2024-12-19 $50.19 $0.00 22.4% 6.4% 21.3% 14.0% 0.0% -6.0% -3.1% 198 -313 -1 0.00 149.07 N/A N/A 0 0 32 0 2024-12-20 $50.56 $0.00 22.0% 6.3% 20.7% 13.1% 0.0% -2.0% -3.5% 142 -195 0 0.00 153.43 N/A N/A 2 0 32 0 2024-12-23 $50.83 $0.00 22.4% 6.4% 21.0% 14.1% 31.0% -1.0% -4.8% 291 -6.0K -27 0.00 153.70 N/A N/A 0 1 2 0 2024-12-24 $51.06 $47.00 21.9% 6.3% 21.4% 12.6% 0.0% -2.0% -3.5% 75 -6.0K -27 0.00 155.84 N/A N/A 0 0 2 1 2024-12-26 $51.07 $47.00 22.9% 6.6% 21.5% 15.5% 0.0% -2.2% -5.3% 62 -5.7K -28 0.00 155.54 N/A N/A 0 0 2 1 2024-12-27 $50.82 $47.00 23.1% 6.6% 21.3% 16.1% 0.0% -3.2% -5.1% 61 -6.2K -26 0.00 154.79 N/A N/A 0 0 2 1 2024-12-30 $50.74 $47.00 24.3% 7.0% 21.0% 19.6% 0.0% -3.0% -7.5% 69 -5.9K -27 0.00 154.70 N/A N/A 0 0 2 1 2024-12-31 $51.09 $47.00 25.6% 7.3% 21.5% 23.0% 0.0% 0.9% -6.1% 178 -6.0K -28 0.00 157.45 N/A N/A 0 0 2 1
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