NANR Options History — April 2025

In April 2025, NANR traded between $46.42 and $55.97. ATM implied volatility averaged 33.1%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 13.4% (HV 20d: 46.5%). Max pain ranged from $52.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-04-02: Highest Volume — 2 contracts
  • 2025-04-03: Largest IV spike — 56.4% change
  • 2025-04-07: Highest IV Rank — 100.0%
  • 2025-04-08: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.72$46.42$55.97$55.69$52.21
Max Pain$52.95$52.00$55.00$55.00$52.00
ATM IV33.1%19.6%68.8%24.9%28.3%
Expected Move8.2%5.2%11.8%5.3%8.1%
HV 20d46.5%17.6%53.6%17.7%53.6%
HV 60d30.5%16.8%34.3%16.8%34.3%
IV Rank33.5%4.3%100.0%21.0%21.2%
IV Percentile76.9%15.1%100.0%72.2%81.3%
Term Structure-1.6%-9.4%12.1%-6.5%-7.5%
VWIV33.9%18.4%49.4%18.4%49.4%
Skew 25d0.9%-11.7%15.0%1.1%2.1%
Skew 10d1.4%-9.0%13.8%5.7%2.9%
Call IV 25d32.1%11.1%45.7%29.0%32.7%
Put IV 25d33.0%16.8%50.0%30.1%34.8%
Bid-Ask Spread %150.77134.80176.40164.33142.56
Gamma HHI0.390.330.540.540.34
Net GEX5575894393652
Net DEX-10.5K-14.4K-6.2K-14.1K-10.0K
Net VEX-39-49-20-21-39
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.2380200
Total OI5.4293636

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$55.69$0.0024.9%5.3%17.7%21.0%0.0%1.1%-6.5%393-14.1K-210.00164.33N/AN/A0030
2025-04-02$55.97$0.0024.6%5.2%17.6%20.1%18.4%10.0%-0.2%378-14.4K-200.00164.75N/AN/A2030
2025-04-03$52.79$55.0038.4%7.6%28.1%59.0%0.0%-4.6%-3.8%894-14.2K-450.00176.40N/AN/A0050
2025-04-04$48.70$55.0052.3%10.0%39.7%98.1%0.0%0.4%-4.0%599-8.3K-400.00147.06N/AN/A0050
2025-04-07$47.89$55.0068.8%11.0%39.7%100.0%0.0%1.1%-9.0%502-7.5K-370.00163.78N/AN/A0050
2025-04-08$46.42$55.0065.6%11.8%40.4%93.7%0.0%-1.4%-4.8%422-6.2K-330.00145.77N/AN/A0050
2025-04-09$50.38$55.0036.5%10.5%51.1%37.2%0.0%15.0%-8.0%625-10.5K-420.00171.26N/AN/A0050
2025-04-10$49.20$55.0036.2%10.4%51.6%36.6%49.4%4.0%-2.5%599-9.1K-390.00144.60N/AN/A0150
2025-04-11$51.19$52.0038.1%10.9%53.2%40.3%0.0%4.3%-9.4%471-9.6K-490.00160.31N/AN/A0051
2025-04-14$51.68$52.0030.1%8.6%52.8%24.7%0.0%4.9%11.2%585-10.1K-480.00155.34N/AN/A0051
2025-04-15$51.40$52.0026.4%7.6%52.8%17.5%0.0%2.9%-1.7%624-9.5K-460.00139.53N/AN/A0051
2025-04-16$51.68$52.0029.6%8.5%52.4%23.7%0.0%2.0%12.1%589-10.1K-460.00156.54N/AN/A0051
2025-04-17$52.42$52.0022.0%6.3%52.8%9.0%0.0%-4.1%5.6%552-9.4K-420.00142.04N/AN/A0051
2025-04-21$51.52$52.0024.2%6.9%52.9%13.3%0.0%-1.9%2.9%491-7.5K-390.00134.80N/AN/A2051
2025-04-22$52.41$52.0020.3%5.8%53.1%5.8%0.0%-3.5%7.9%475-9.7K-420.00138.21N/AN/A0051
2025-04-23$52.16$52.0019.6%5.6%52.9%4.3%0.0%-2.1%5.5%454-9.3K-400.00139.21N/AN/A0051
2025-04-24$53.24$52.0025.7%7.4%53.6%16.2%0.0%-11.7%-5.9%5-11.9K-350.00140.66N/AN/A0051
2025-04-25$52.88$52.0026.9%7.7%53.6%18.5%0.0%1.3%-4.4%759-12.1K-410.00145.80N/AN/A0051
2025-04-28$53.25$52.0028.4%8.1%53.5%21.5%0.0%-0.6%-5.6%808-13.1K-390.00146.79N/AN/A0051
2025-04-29$53.13$52.0028.7%8.2%53.3%22.0%0.0%-0.5%-5.4%821-12.9K-390.00146.31N/AN/A0051
2025-04-30$52.21$52.0028.3%8.1%53.6%21.2%0.0%2.1%-7.5%652-10.0K-390.00142.56N/AN/A0051