NANR Options History — May 2025 In May 2025, NANR traded between $52.37 and $54.90. ATM implied volatility averaged 28.3%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 5.7% (HV 20d: 22.6%). Max pain ranged from $50.00 to $52.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2025-05-14 : Largest IV drop — 52.5% change2025-05-13 : Highest IV Rank — 56.5%2025-05-02 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $53.84 $52.37 $54.90 $52.37 $54.04 Max Pain $50.19 $50.00 $52.00 $52.00 $50.00 ATM IV 28.3% 20.7% 46.4% 25.9% 25.1% Expected Move 6.7% 5.7% 8.8% 7.4% 7.2% HV 20d 22.6% 11.9% 53.5% 53.5% 12.1% HV 60d 33.7% 33.0% 34.2% 34.1% 33.0% IV Rank 21.0% 6.5% 56.5% 16.6% 14.4% IV Percentile 69.2% 28.6% 96.8% 73.0% 68.3% Term Structure -2.6% -6.9% 0.8% -6.9% -5.8% Skew 25d 0.9% -1.8% 3.6% 2.3% -1.0% Skew 10d 0.1% -2.2% 3.4% 3.4% -1.9% Call IV 25d 25.3% 21.2% 32.1% 31.0% 29.0% Put IV 25d 26.2% 23.4% 33.3% 33.3% 28.0% Bid-Ask Spread % 147.04 142.24 151.36 144.18 147.64 Gamma HHI 0.66 0.33 1.00 0.34 1.00 Net GEX 869 513 2.2K 618 648 Net DEX -14.0K -19.2K -10.1K -10.1K -14.0K Net VEX -24 -37 -14 -37 -16 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 4.714 3 6 6 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 2025-05-01 $52.37 $52.00 25.9% 7.4% 53.5% 16.6% 0.0% 2.3% -6.9% 618 -10.1K -37 0.00 144.18 N/A N/A 0 0 5 1 2025-05-02 $52.75 $52.00 30.8% 8.8% 49.5% 26.1% 0.0% -1.8% -5.9% 786 -11.6K -37 0.00 142.24 N/A N/A 0 0 5 1 2025-05-05 $52.53 $50.00 32.4% 6.6% 39.3% 29.2% 0.0% 1.3% -1.3% 608 -10.3K -35 0.00 145.42 N/A N/A 0 0 5 1 2025-05-06 $53.14 $50.00 33.1% 6.7% 38.7% 30.6% 0.0% 2.1% -0.4% 852 -12.4K -34 0.00 146.29 N/A N/A 0 0 5 1 2025-05-07 $52.74 $50.00 33.9% 6.6% 36.6% 32.1% 0.0% 1.5% -0.3% 661 -10.9K -33 0.00 145.12 N/A N/A 0 0 5 1 2025-05-08 $53.34 $50.00 34.9% 6.4% 23.5% 34.1% 0.0% 0.9% -0.8% 870 -13.8K -33 0.00 145.78 N/A N/A 0 0 5 1 2025-05-09 $53.83 $50.00 34.8% 6.1% 21.4% 33.8% 0.0% 2.3% 0.8% 942 -15.3K -31 0.00 145.75 N/A N/A 0 0 5 1 2025-05-12 $54.19 $50.00 43.0% 6.0% 16.9% 49.9% 0.0% 0.5% -1.1% 1.1K -16.7K -26 0.00 143.40 N/A N/A 0 0 5 1 2025-05-13 $54.90 $50.00 46.4% 5.7% 17.1% 56.5% 0.0% 1.6% 0.1% 1.1K -19.2K -22 0.00 147.11 N/A N/A 0 0 5 1 2025-05-14 $54.13 $50.00 22.1% 6.3% 18.0% 9.1% 0.0% 0.6% -2.4% 1.9K -15.7K -23 0.00 150.95 N/A N/A 0 0 5 1 2025-05-15 $54.24 $50.00 21.0% 6.0% 17.9% 7.1% 0.0% 1.4% -1.0% 2.2K -16.1K -21 0.00 147.59 N/A N/A 0 0 5 1 2025-05-16 $54.40 $50.00 20.7% 5.9% 17.4% 6.5% 0.0% 1.1% -1.0% 1.4K -17.6K -19 0.00 147.64 N/A N/A 0 0 5 1 2025-05-19 $54.22 $50.00 21.7% 6.2% 16.0% 8.4% 0.0% 3.6% -2.6% 566 -13.8K -18 0.00 148.94 N/A N/A 0 0 3 0 2025-05-20 $54.41 $50.00 22.6% 6.5% 15.1% 9.8% 0.0% 0.1% -2.5% 534 -14.0K -17 0.00 150.24 N/A N/A 0 0 3 0 2025-05-21 $54.16 $50.00 24.3% 7.0% 15.0% 13.0% 0.0% 1.3% -3.2% 549 -13.4K -19 0.00 151.36 N/A N/A 0 0 3 0 2025-05-22 $53.88 $50.00 23.4% 6.7% 13.5% 11.2% 0.0% 0.9% -3.0% 584 -13.2K -19 0.00 146.90 N/A N/A 0 0 3 0 2025-05-23 $54.28 $50.00 23.6% 6.8% 13.4% 11.5% 0.0% 0.9% -3.0% 568 -13.9K -17 0.00 146.61 N/A N/A 0 0 3 0 2025-05-27 $54.65 $50.00 24.1% 6.9% 13.4% 12.5% 0.0% 0.1% -4.5% 513 -14.6K -14 0.00 148.60 N/A N/A 0 0 3 0 2025-05-28 $54.23 $50.00 24.4% 7.0% 13.7% 13.1% 0.0% -1.1% -5.0% 591 -14.2K -15 0.00 147.39 N/A N/A 0 0 3 0 2025-05-29 $54.30 $50.00 25.4% 7.3% 11.9% 15.0% 0.0% -0.5% -5.0% 600 -14.1K -16 0.00 148.74 N/A N/A 0 0 3 0 2025-05-30 $54.04 $50.00 25.1% 7.2% 12.1% 14.4% 0.0% -1.0% -5.8% 648 -14.0K -16 0.00 147.64 N/A N/A 0 0 3 0
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