NANR Options History — March 2025 In March 2025, NANR traded between $52.11 and $56.09. ATM implied volatility averaged 23.7%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 3.8% (HV 20d: 20.0%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2025-03-11 : Largest IV drop — 32.5% change2025-03-10 : Highest IV Rank — 42.5%2025-03-13 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $54.21 $52.11 $56.09 $52.11 $55.66 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 23.7% 20.6% 32.5% 29.3% 23.9% Expected Move 6.8% 3.8% 9.6% 8.4% 5.1% HV 20d 20.0% 17.6% 21.1% 20.4% 17.6% HV 60d 17.7% 16.0% 18.8% 18.8% 17.0% IV Rank 17.8% 9.2% 42.5% 33.4% 18.2% IV Percentile 57.2% 31.7% 92.1% 86.5% 67.9% Term Structure -2.9% -13.1% 0.8% -7.0% -5.1% Skew 25d 1.4% -0.2% 2.4% 1.3% 1.8% Skew 10d 3.4% -1.5% 6.3% 2.3% 4.2% Call IV 25d 24.6% 21.9% 31.5% 31.5% 27.3% Put IV 25d 26.0% 23.9% 32.8% 32.8% 29.1% Bid-Ask Spread % 155.56 144.85 178.37 153.92 158.13 Gamma HHI 0.56 0.52 0.59 0.58 0.58 Net GEX 431 355 482 460 480 Net DEX -12.4K -14.7K -9.9K -10.2K -14.4K Net VEX -27 -36 -18 -35 -18 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 (21 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 2025-03-03 $52.11 $0.00 29.3% 8.4% 20.4% 33.4% 0.0% 1.3% -7.0% 460 -10.2K -35 0.00 153.92 N/A N/A 0 0 3 0 2025-03-04 $52.22 $0.00 25.6% 7.3% 20.4% 23.1% 0.0% 1.8% -4.4% 475 -9.9K -36 0.00 146.56 N/A N/A 0 0 3 0 2025-03-05 $52.59 $0.00 27.5% 7.9% 19.4% 28.3% 0.0% 2.4% 0.3% 482 -10.3K -35 0.00 146.26 N/A N/A 0 0 3 0 2025-03-06 $52.45 $0.00 29.2% 8.4% 19.4% 33.2% 0.0% 1.4% 0.8% 458 -10.2K -35 0.00 149.04 N/A N/A 0 0 3 0 2025-03-07 $53.14 $0.00 28.0% 8.0% 19.9% 29.9% 0.0% 2.0% 0.5% 460 -11.1K -33 0.00 148.20 N/A N/A 0 0 3 0 2025-03-10 $52.17 $0.00 32.5% 9.3% 20.8% 42.5% 0.0% 0.2% -0.6% 481 -10.1K -34 0.00 144.85 N/A N/A 0 0 3 0 2025-03-11 $52.68 $0.00 21.9% 9.3% 19.3% 12.8% 0.0% 2.0% -0.9% 464 -10.6K -33 0.00 149.64 N/A N/A 0 0 3 0 2025-03-12 $52.93 $0.00 21.1% 9.1% 19.5% 10.4% 0.0% 2.2% -0.7% 468 -10.9K -32 0.00 150.17 N/A N/A 0 0 3 0 2025-03-13 $52.86 $0.00 21.6% 9.6% 19.0% 11.8% 0.0% 1.3% -2.4% 467 -11.1K -31 0.00 148.13 N/A N/A 0 0 3 0 2025-03-14 $53.98 $0.00 21.1% 9.6% 20.0% 10.4% 0.0% 1.6% -1.0% 476 -12.1K -30 0.00 149.03 N/A N/A 0 0 3 0 2025-03-17 $55.02 $50.00 22.5% 5.4% 21.1% 14.3% 0.0% 2.1% -2.4% 413 -13.2K -26 0.00 152.06 N/A N/A 0 0 3 0 2025-03-18 $55.11 $50.00 22.0% 5.4% 20.4% 13.0% 0.0% 1.6% -0.9% 407 -13.2K -26 0.00 149.97 N/A N/A 0 0 3 0 2025-03-19 $55.91 $50.00 20.6% 5.1% 21.0% 9.2% 0.0% 1.6% -1.8% 389 -14.3K -21 0.00 147.01 N/A N/A 0 0 3 0 2025-03-20 $55.77 $0.00 20.8% 5.2% 20.9% 9.7% 0.0% 1.8% -2.6% 355 -14.1K -22 0.00 178.37 N/A N/A 0 0 3 0 2025-03-21 $54.91 $0.00 21.8% 5.1% 19.7% 12.4% 0.0% 1.4% -4.0% 429 -13.3K -25 0.00 168.26 N/A N/A 0 0 3 0 2025-03-24 $55.61 $0.00 21.2% 5.1% 20.2% 10.7% 0.0% 1.5% -2.7% 391 -14.1K -22 0.00 169.48 N/A N/A 0 0 3 0 2025-03-25 $56.08 $0.00 21.6% 5.1% 19.9% 11.8% 0.0% 0.7% -4.0% 363 -14.5K -20 0.00 167.39 N/A N/A 0 0 3 0 2025-03-26 $56.05 $0.00 21.6% 3.8% 19.9% 11.9% 0.0% 0.6% -13.1% 366 -14.5K -20 0.00 163.55 N/A N/A 0 0 3 0 2025-03-27 $56.09 $0.00 21.6% 5.2% 19.7% 12.0% 0.0% 0.8% -2.7% 358 -14.7K -19 0.00 164.34 N/A N/A 0 0 3 0 2025-03-28 $55.14 $0.00 23.0% 5.3% 20.8% 15.9% 0.0% -0.2% -5.2% 409 -13.4K -24 0.00 162.29 N/A N/A 0 0 3 0 2025-03-31 $55.66 $0.00 23.9% 5.1% 17.6% 18.2% 0.0% 1.8% -5.1% 480 -14.4K -18 0.00 158.13 N/A N/A 0 0 3 0
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