NNN Options History — July 2019

In July 2019, NNN traded between $51.80 and $54.80. ATM implied volatility averaged 19.9%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 2.4% (HV 20d: 17.5%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 16.52.

Notable Days

  • 2019-07-01: Highest Volume — 2,552 contracts
  • 2019-07-30: Largest IV spike — 81.4% change
  • 2019-07-22: Highest IV Rank — 72.9%
  • 2019-07-22: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.09$51.80$54.80$52.34$52.39
Max Pain$50.68$50.00$55.00$55.00$50.00
ATM IV19.9%13.9%26.9%22.8%22.6%
Expected Move5.8%4.0%7.7%6.5%6.5%
HV 20d17.5%15.2%19.0%19.0%15.7%
HV 60d18.6%17.1%20.1%19.3%17.5%
IV Rank43.4%17.4%72.9%56.2%54.7%
IV Percentile75.6%25.0%97.2%92.9%89.7%
Term Structure-0.7%-5.5%3.7%3.6%-1.8%
VWIV20.9%14.6%25.2%25.2%23.0%
Skew 25d5.7%-2.0%11.4%4.0%8.9%
Skew 10d3.2%-20.9%14.0%4.8%10.9%
Call IV 25d17.7%13.1%20.5%20.0%13.1%
Put IV 25d23.4%15.3%28.8%24.0%22.0%
Bid-Ask Spread %94.6885.15108.4699.19108.46
Gamma HHI0.800.580.900.870.84
Net GEX-2.0M-2.8M-873.1K-2.6M-2.1M
Net DEX12.5M6.1M17.5M16.3M12.0M
Net VEX-76.5K-89.1K-59.0K-89.1K-70.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio16.520.0793.5293.5255.50
Total Volume411.273232,5522,5521,130
Total OI15,289.90910,88918,19314,25412,332

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$52.34$55.0022.8%6.5%19.0%56.2%25.2%4.0%3.6%-2.6M16.3M-89.1K93.5299.19N/AN/A272,5251,15613,098
2019-07-02$53.30$55.0015.9%4.6%18.5%27.3%17.6%7.0%1.8%-2.0M12.8M-82.7K0.1597.14N/AN/A133201,13915,585
2019-07-03$54.27$55.0015.4%4.4%17.6%25.1%15.4%-2.0%3.7%-1.2M7.3M-71.4K0.0797.36N/AN/A13491,24515,603
2019-07-05$54.00$50.0016.0%5.3%17.6%26.5%21.9%4.8%-0.5%-1.4M8.5M-75.7K89.1586.49N/AN/A131,1591,34615,603
2019-07-08$54.03$50.0019.4%5.3%17.6%41.0%18.4%5.2%-0.2%-1.8M9.5M-77.4K10.5087.07N/AN/A2211,35716,703
2019-07-09$54.16$50.0015.4%5.3%17.5%24.0%18.3%5.5%-0.3%-1.1M8.8M-74.2K39.5085.15N/AN/A2791,35916,710
2019-07-10$54.80$50.0018.3%5.2%17.9%36.2%18.3%5.2%-0.5%-873.1K6.1M-69.3K39.5094.10N/AN/A2791,35916,775
2019-07-11$54.07$50.0018.0%5.2%17.7%34.9%17.6%5.8%0.2%-1.1M8.8M-72.8K11.2989.61N/AN/A7791,35916,775
2019-07-12$53.74$50.0017.7%5.1%17.8%33.6%17.2%6.0%0.0%-2.3M12.0M-82.7K5.2791.33N/AN/A15791,36116,775
2019-07-15$53.36$50.0019.5%5.6%17.7%41.5%19.8%6.6%0.4%-2.6M13.9M-84.0K0.2788.97N/AN/A2671,37316,775
2019-07-16$53.14$50.0020.1%5.7%17.7%43.7%21.1%6.0%0.6%-2.1M12.8M-78.2K0.3389.68N/AN/A2171,38816,777
2019-07-17$53.06$50.0020.3%5.8%17.6%44.9%24.5%6.0%-0.6%-2.8M15.0M-80.8K0.2393.95N/AN/A97221,38816,777
2019-07-18$52.68$50.0020.3%5.8%17.6%44.9%21.9%2.4%-0.5%-2.2M14.7M-79.4K0.8196.72N/AN/A54441,38916,786
2019-07-19$51.88$50.0023.8%6.8%18.1%59.6%24.0%11.2%-2.3%-2.1M17.3M-81.3K2.2098.12N/AN/A20441,39016,803
2019-07-22$51.80$50.0026.9%7.7%18.0%72.9%14.6%11.4%-5.5%-2.2M17.5M-80.7K1.50100.69N/AN/A121884710,042
2019-07-23$52.49$50.0024.8%7.1%18.8%63.8%24.5%6.3%-3.2%-2.0M14.6M-75.6K1.4596.03N/AN/A426184510,051
2019-07-24$52.58$50.0014.9%4.3%18.7%22.0%24.9%6.3%0.6%-2.0M14.0M-74.8K1.4492.96N/AN/A436284910,076
2019-07-25$52.07$50.0023.5%6.7%15.5%58.2%23.3%3.7%-2.2%-2.2M15.6M-75.5K1.6491.63N/AN/A426985210,076
2019-07-26$52.25$50.0024.1%6.9%15.2%61.1%21.6%8.9%-4.1%-2.2M14.6M-72.5K0.5198.01N/AN/A693585210,090
2019-07-29$53.18$50.0013.9%4.0%16.5%17.4%21.9%3.4%-0.7%-1.9M9.4M-59.0K4.34104.68N/AN/A2561,11188710,090
2019-07-30$52.40$50.0025.1%7.2%17.1%65.4%25.2%3.4%-3.8%-2.2M12.8M-76.2K4.2595.65N/AN/A2611,1101,14011,195
2019-07-31$52.39$50.0022.6%6.5%15.7%54.7%23.0%8.9%-1.8%-2.1M12.0M-70.1K55.50108.46N/AN/A201,1101,14111,191