NNN Options History — April 2023 In April 2023, NNN traded between $42.42 and $43.84. ATM implied volatility averaged 20.8%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 1.3% (HV 20d: 19.5%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.68.
Notable Days 2023-04-03 : Highest Volume — 338 contracts2023-04-28 : Largest IV spike — 74.8% change2023-04-28 : Highest IV Rank — 41.2%2023-04-28 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $43.12 $42.42 $43.84 $43.84 $43.58 Max Pain $43.16 $40.00 $45.00 $45.00 $45.00 ATM IV 20.8% 15.6% 30.9% 22.5% 30.9% Expected Move 5.9% 4.5% 8.9% 6.5% 8.9% HV 20d 19.5% 14.4% 26.7% 26.7% 15.3% HV 60d 19.5% 18.9% 20.8% 20.8% 19.2% IV Rank 15.9% 2.9% 41.2% 20.3% 41.2% IV Percentile 30.2% 2.4% 83.7% 46.8% 83.7% Term Structure 1.1% -2.4% 7.3% -0.4% -1.7% VWIV 23.8% 16.8% 30.6% 27.9% 21.9% Skew 25d 7.7% 1.3% 27.5% 13.9% 27.5% Skew 10d 19.8% 6.7% 85.1% 18.2% 40.1% Call IV 25d 20.5% 17.2% 27.9% 18.5% 27.9% Put IV 25d 28.2% 22.8% 55.4% 32.4% 55.4% Bid-Ask Spread % 61.81 24.71 101.66 87.15 100.93 Gamma HHI 0.40 0.36 0.46 0.44 0.46 Net GEX 330.7K 236.2K 448.6K 424.7K 448.6K Net DEX -2.4M -3.7M -1.5M -3.7M -3.2M Net VEX -24.6K -30.0K -17.9K -30.0K -25.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.02 1.83 0.20 0.10 Total Volume 72.105 17 338 338 46 Total OI 5,255.421 4,921 5,437 5,045 5,272
Daily Data (19 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 2023-04-03 $43.84 $45.00 22.5% 6.5% 26.7% 20.3% 27.9% 13.9% -0.4% 424.7K -3.7M -30.0K 0.20 87.15 N/A N/A 282 56 4,312 733 2023-04-04 $43.72 $45.00 20.5% 5.9% 26.3% 15.2% 0.0% 5.1% -1.3% 389.6K -3.1M -28.9K 0.56 72.71 N/A N/A 16 9 4,431 771 2023-04-05 $43.59 $45.00 20.6% 5.9% 26.3% 15.6% 20.5% 8.8% -0.3% 399.5K -3.0M -28.5K 0.42 86.96 N/A N/A 12 5 4,440 780 2023-04-06 $43.16 $40.00 22.0% 5.7% 26.3% 19.0% 26.2% 7.2% 2.3% 320.1K -2.2M -25.0K 1.33 51.81 N/A N/A 9 12 4,444 784 2023-04-10 $43.28 $40.00 22.4% 6.3% 21.1% 20.0% 28.2% 6.0% -2.4% 371.4K -2.5M -26.0K 0.00 44.71 N/A N/A 0 42 4,443 789 2023-04-11 $43.33 $40.00 17.9% 5.2% 20.0% 8.6% 30.6% 9.7% 2.3% 350.3K -2.5M -26.0K 1.00 39.56 N/A N/A 13 13 4,443 831 2023-04-12 $42.83 $40.00 20.8% 6.0% 20.3% 16.0% 29.4% 6.6% 2.7% 275.3K -2.0M -25.2K 0.08 89.87 N/A N/A 86 7 4,446 842 2023-04-13 $42.70 $40.00 21.9% 6.3% 20.2% 18.8% 25.1% 8.2% 1.4% 296.1K -2.2M -25.2K 1.67 65.78 N/A N/A 9 15 4,529 809 2023-04-14 $42.42 $40.00 21.6% 6.2% 19.9% 17.8% 23.1% 1.6% 7.3% 254.8K -2.0M -24.9K 0.21 101.66 N/A N/A 14 3 4,533 816 2023-04-17 $43.23 $40.00 22.1% 6.4% 20.0% 19.3% 24.3% 7.0% 0.6% 355.3K -2.4M -23.8K 0.94 42.47 N/A N/A 49 46 4,532 816 2023-04-18 $42.89 $45.00 20.5% 5.9% 19.5% 15.1% 23.5% 5.6% 0.8% 315.4K -2.2M -24.4K 1.00 91.62 N/A N/A 17 17 4,537 855 2023-04-19 $43.20 $45.00 20.4% 5.8% 19.6% 14.9% 18.5% 8.0% 2.8% 343.6K -2.6M -24.5K 0.16 24.71 N/A N/A 45 7 4,543 869 2023-04-20 $43.00 $45.00 24.0% 6.9% 15.2% 24.1% 22.3% 1.3% 0.0% 299.6K -2.1M -22.6K 1.83 43.59 N/A N/A 6 11 4,561 876 2023-04-21 $43.17 $45.00 19.6% 5.6% 15.2% 13.0% 20.9% 3.9% -1.9% 279.4K -2.1M -21.7K 1.38 27.37 N/A N/A 13 18 4,561 865 2023-04-24 $42.88 $45.00 15.6% 4.5% 14.4% 2.9% 19.8% 4.3% 0.0% 236.2K -1.5M -17.9K 0.10 40.08 N/A N/A 178 18 4,293 628 2023-04-25 $43.14 $45.00 16.7% 4.8% 14.5% 5.6% 16.8% 11.1% 1.8% 315.2K -2.1M -21.6K 0.55 94.58 N/A N/A 49 27 4,455 646 2023-04-26 $42.52 $45.00 17.1% 4.9% 15.6% 6.5% 27.4% 4.4% 4.5% 275.4K -1.9M -23.5K 0.73 29.56 N/A N/A 22 16 4,500 673 2023-04-27 $42.86 $45.00 17.7% 5.1% 14.4% 8.1% 22.7% 6.0% 2.2% 333.3K -2.0M -22.1K 0.02 39.29 N/A N/A 178 4 4,516 679 2023-04-28 $43.58 $45.00 30.9% 8.9% 15.3% 41.2% 21.9% 27.5% -1.7% 448.6K -3.2M -25.4K 0.10 100.93 N/A N/A 42 4 4,630 642
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