NNN Options History — April 2026

In April 2026, NNN traded between $42.52 and $42.77. ATM implied volatility averaged 158.6%, placing in the 74.7% IV rank vs the trailing year. The 30-day expected move averaged 45.5%. IV traded above realized volatility by 140.7% (HV 20d: 17.9%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 2 of 2 days. Put/call ratio averaged 0.63.

Notable Days

  • 2026-04-01: Highest Volume — 79 contracts
  • 2026-04-02: Largest IV drop — 8.3% change
  • 2026-04-01: Highest IV Rank — 78.2%
  • 2026-04-01: Largest Expected Move — 47.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.65$42.52$42.77$42.52$42.77
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV158.6%151.7%165.5%165.5%151.7%
Expected Move45.5%43.5%47.4%47.4%43.5%
HV 20d17.9%17.7%18.0%17.7%18.0%
HV 60d16.8%16.7%16.8%16.8%16.7%
IV Rank74.7%71.3%78.2%78.2%71.3%
IV Percentile98.6%98.4%98.8%98.8%98.4%
Term Structure13.2%8.1%18.3%8.1%18.3%
VWIV34.9%23.8%46.0%46.0%23.8%
Skew 25d16.1%13.6%18.5%18.5%13.6%
Skew 10d30.9%13.7%48.1%13.7%48.1%
Call IV 25d9.8%9.6%10.0%10.0%9.6%
Put IV 25d25.9%23.2%28.5%28.5%23.2%
Bid-Ask Spread %29.8427.4232.2632.2627.42
Gamma HHI0.640.620.660.620.66
Net GEX313.2K293.5K332.8K293.5K332.8K
Net DEX-4.2M-4.4M-4.0M-4.0M-4.4M
Net VEX-35.4K-35.6K-35.3K-35.3K-35.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.440.820.440.82
Total Volume49.520797920
Total OI6,5186,4886,5486,4886,548

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$42.52$40.00165.5%47.4%17.7%78.2%46.0%18.5%8.1%293.5K-4.0M-35.3K0.4432.26N/AN/A55244,1282,360
2026-04-02$42.77$40.00151.7%43.5%18.0%71.3%23.8%13.6%18.3%332.8K-4.4M-35.6K0.8227.42N/AN/A1194,1742,374