NANR Options History — February 2025 In February 2025, NANR traded between $53.36 and $55.87. ATM implied volatility averaged 23.9%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 8.6% (HV 20d: 15.4%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2025-02-28 : Largest IV spike — 101.2% change2025-02-28 : Highest IV Rank — 82.3%2025-02-28 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $54.53 $53.36 $55.87 $53.36 $53.64 ATM IV 23.9% 18.6% 46.7% 24.0% 46.7% Expected Move 6.4% 5.1% 13.4% 6.9% 13.4% HV 20d 15.4% 10.9% 18.4% 10.9% 18.3% HV 60d 17.6% 16.8% 18.0% 17.3% 18.0% IV Rank 18.4% 3.5% 82.3% 18.7% 82.3% IV Percentile 52.3% 7.1% 98.0% 65.9% 98.0% Term Structure -3.4% -16.7% 1.2% -4.3% -16.7% Skew 25d 0.7% -0.1% 1.9% 0.7% 0.0% Skew 10d 2.1% 0.5% 8.3% 1.9% 8.3% Call IV 25d 26.2% 20.7% 71.1% 27.9% 71.1% Put IV 25d 26.9% 20.5% 71.1% 28.6% 71.1% Bid-Ask Spread % 156.80 149.10 192.20 163.28 192.20 Gamma HHI 0.55 0.53 0.60 0.56 0.60 Net GEX 387 284 432 432 284 Net DEX -12.5K -14.0K -10.6K -11.2K -10.6K Net VEX -31 -37 -25 -37 -36 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3 3 3 3 3
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 2025-02-03 $53.36 $0.00 24.0% 6.9% 10.9% 18.7% 0.0% 0.7% -4.3% 432 -11.2K -37 0.00 163.28 N/A N/A 0 0 3 0 2025-02-04 $54.34 $0.00 23.7% 6.8% 12.4% 17.9% 0.0% 1.6% -4.6% 417 -12.4K -33 0.00 161.54 N/A N/A 0 0 3 0 2025-02-05 $54.47 $0.00 24.7% 7.1% 12.4% 20.5% 0.0% 1.0% -4.9% 401 -12.4K -33 0.00 164.52 N/A N/A 0 0 3 0 2025-02-06 $53.98 $0.00 23.7% 5.1% 13.0% 17.9% 0.0% -0.1% 0.4% 411 -12.0K -34 0.00 151.83 N/A N/A 0 0 3 0 2025-02-07 $54.00 $0.00 25.2% 5.5% 13.0% 21.9% 0.0% -0.1% 0.1% 408 -11.9K -34 0.00 155.62 N/A N/A 0 0 3 0 2025-02-10 $55.21 $0.00 27.4% 5.5% 14.9% 28.2% 0.0% 0.9% -0.3% 377 -13.2K -29 0.00 158.31 N/A N/A 0 0 3 0 2025-02-11 $55.17 $0.00 28.4% 5.4% 14.4% 31.1% 0.0% 0.4% -0.5% 374 -13.1K -30 0.00 156.88 N/A N/A 0 0 3 0 2025-02-12 $54.41 $0.00 21.0% 6.0% 15.3% 10.1% 0.0% 0.1% -3.5% 394 -12.1K -33 0.00 156.29 N/A N/A 0 0 3 0 2025-02-13 $55.11 $0.00 18.6% 5.3% 14.8% 3.5% 0.0% 1.9% -0.0% 381 -13.1K -29 0.00 154.01 N/A N/A 0 0 3 0 2025-02-14 $54.76 $0.00 18.8% 5.4% 15.0% 3.9% 0.0% 0.3% 1.2% 380 -12.7K -31 0.00 153.72 N/A N/A 0 0 3 0 2025-02-18 $55.60 $0.00 18.9% 5.4% 15.7% 4.1% 0.0% 1.3% -0.0% 367 -13.5K -28 0.00 149.89 N/A N/A 0 0 3 0 2025-02-19 $55.50 $0.00 20.6% 5.9% 15.7% 9.2% 0.0% 0.9% -1.4% 365 -13.3K -29 0.00 154.53 N/A N/A 0 0 3 0 2025-02-20 $55.87 $0.00 20.7% 5.9% 15.6% 9.2% 0.0% 0.6% -3.4% 333 -14.0K -25 0.00 154.03 N/A N/A 0 0 3 0 2025-02-21 $54.52 $0.00 20.6% 5.9% 18.1% 9.1% 0.0% -0.1% -3.0% 380 -13.0K -28 0.00 149.10 N/A N/A 0 0 3 0 2025-02-24 $54.55 $0.00 22.3% 6.4% 18.0% 13.7% 0.0% 1.5% -3.7% 396 -12.7K -29 0.00 151.05 N/A N/A 0 0 3 0 2025-02-25 $54.00 $0.00 22.9% 6.6% 18.3% 15.4% 0.0% 1.4% -3.1% 423 -12.0K -31 0.00 150.39 N/A N/A 0 0 3 0 2025-02-26 $54.02 $0.00 23.4% 6.7% 18.2% 16.8% 0.0% 0.5% -12.3% 413 -12.4K -30 0.00 151.25 N/A N/A 0 0 3 0 2025-02-27 $53.65 $0.00 23.2% 6.7% 18.4% 16.4% 0.0% -0.1% -4.8% 418 -12.3K -29 0.00 150.82 N/A N/A 0 0 3 0 2025-02-28 $53.64 $0.00 46.7% 13.4% 18.3% 82.3% 0.0% 0.0% -16.7% 284 -10.6K -36 0.00 192.20 N/A N/A 0 0 3 0
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