NNN Options History — October 2007 In October 2007, NNN traded between $24.68 and $25.40. ATM implied volatility averaged 20.4%. The 30-day expected move averaged 5.8%. Max pain ranged from $25.00 to $25.00. Net GEX was positive for 4 of 5 trading days. Term structure was in contango for 5 of 5 days. Put/call ratio averaged 0.00.
Notable Days 2007-10-26 : Highest Volume — 45 contracts2007-10-26 : Largest IV drop — 25.0% change2007-10-25 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $25.04 $24.68 $25.40 $24.91 $25.35 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 20.4% 18.6% 26.0% 26.0% 18.6% Expected Move 5.8% 5.3% 7.4% 7.4% 5.3% Term Structure 6.7% 2.2% 9.3% 2.2% 9.3% VWIV 26.0% 26.0% 26.0% 26.0% 26.0% Bid-Ask Spread % 125.91 108.56 136.06 108.56 125.63 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3.6K 0 8.0K 0 5.5K Net DEX -55.9K -113.0K 0 0 -113.0K Net VEX -218 -373 0 0 -372 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 15.2 0 45 31 0 Total OI 42.8 0 76 0 76
Daily Data (5 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 2007-10-25 $24.91 $0.00 26.0% 7.4% 0.0% 0.0% 26.0% 0.0% 2.2% 0 0 0 0.00 108.56 N/A N/A 31 0 0 0 2007-10-26 $25.40 $25.00 19.5% 5.6% 0.0% 0.0% 0.0% 0.0% 4.4% 2.8K -42.1K -180 0.00 127.51 N/A N/A 45 0 31 0 2007-10-29 $24.68 $25.00 18.6% 5.3% 0.0% 0.0% 0.0% 0.0% 8.2% 1.7K -34.0K -167 0.00 131.79 N/A N/A 0 0 31 0 2007-10-30 $24.84 $25.00 19.2% 5.5% 0.0% 0.0% 0.0% 0.0% 9.3% 8.0K -90.5K -373 0.00 136.06 N/A N/A 0 0 76 0 2007-10-31 $25.35 $25.00 18.6% 5.3% 0.0% 0.0% 0.0% 0.0% 9.3% 5.5K -113.0K -372 0.00 125.63 N/A N/A 0 0 76 0
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