NANR Options History — June 2025

In June 2025, NANR traded between $54.94 and $57.88. ATM implied volatility averaged 23.3%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 11.6% (HV 20d: 11.7%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2025-06-05: Highest Volume — 2 contracts
2025-06-11: Largest IV drop — 29.7% change
2025-06-10: Highest IV Rank — 20.9%
2025-06-04: Largest Expected Move — 7.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$56.41	$54.94	$57.88	$54.94	$56.56
Max Pain	$54.21	$50.00	$55.00	$50.00	$55.00
ATM IV	23.3%	19.3%	28.4%	25.4%	23.5%
Expected Move	6.3%	5.5%	7.3%	7.3%	6.7%
HV 20d	11.7%	9.9%	13.6%	13.1%	13.4%
HV 60d	32.5%	32.0%	33.2%	33.2%	32.3%
IV Rank	11.0%	3.0%	20.9%	15.0%	11.4%
IV Percentile	49.8%	8.3%	80.6%	69.0%	55.6%
Term Structure	-2.8%	-16.5%	2.1%	-16.5%	-4.7%
VWIV	20.7%	20.7%	20.7%	20.7%	20.7%
Skew 25d	1.7%	-0.6%	12.6%	1.7%	0.8%
Skew 10d	4.8%	1.1%	15.9%	2.0%	2.7%
Call IV 25d	23.6%	9.8%	29.7%	28.2%	27.3%
Put IV 25d	25.3%	21.7%	30.3%	29.9%	28.1%
Bid-Ask Spread %	158.50	142.79	169.51	150.28	162.84
Gamma HHI	0.77	0.58	1.00	1.00	0.78
Net GEX	626	249	893	321	749
Net DEX	-18.8K	-25.6K	-12.3K	-14.5K	-12.8K
Net VEX	-19	-28	-13	-15	-17
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.1	0	2	0	0
Total OI	4	3	5	3	3

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2025-06-02	$54.94	$50.00	25.4%	7.3%	13.1%	15.0%	0.0%	1.7%	-16.5%	321	-14.5K	-15	150.28	N/A	N/A	0	3
2025-06-03	$55.36	$50.00	23.6%	6.8%	13.0%	11.5%	0.0%	2.2%	-4.0%	249	-15.1K	-13	142.79	N/A	N/A	0	3
2025-06-04	$55.06	$50.00	25.5%	7.3%	12.9%	15.3%	0.0%	0.6%	-5.7%	291	-14.7K	-14	145.26	N/A	N/A	0	3
2025-06-05	$55.09	$0.00	26.4%	5.8%	12.4%	16.9%	20.7%	12.6%	-1.2%	296	-14.7K	-14	169.51	N/A	N/A	2	3
2025-06-06	$55.22	$55.00	26.3%	5.7%	11.9%	16.9%	0.0%	1.6%	-0.8%	893	-21.1K	-28	167.29	N/A	N/A	0	5
2025-06-09	$55.78	$55.00	27.1%	5.5%	12.0%	18.3%	0.0%	2.4%	-0.1%	836	-22.4K	-25	165.72	N/A	N/A	0	5
2025-06-10	$55.89	$55.00	28.4%	5.6%	11.9%	20.9%	0.0%	0.9%	-1.2%	814	-22.6K	-25	166.00	N/A	N/A	0	5
2025-06-11	$56.16	$55.00	20.0%	5.7%	11.2%	4.4%	0.0%	1.9%	0.6%	784	-23.1K	-23	163.57	N/A	N/A	0	5
2025-06-12	$56.66	$55.00	19.3%	5.5%	9.9%	3.0%	0.0%	2.9%	0.6%	730	-24.1K	-21	158.57	N/A	N/A	0	5
2025-06-13	$57.43	$55.00	21.1%	6.1%	10.7%	6.6%	0.0%	2.1%	-0.7%	624	-25.1K	-20	154.58	N/A	N/A	0	5
2025-06-16	$57.73	$55.00	20.6%	5.9%	10.7%	5.7%	0.0%	0.8%	-1.1%	588	-25.6K	-18	156.04	N/A	N/A	0	5
2025-06-17	$57.88	$55.00	23.4%	6.7%	10.4%	11.1%	0.0%	0.9%	-2.7%	566	-25.6K	-19	158.69	N/A	N/A	0	5
2025-06-18	$57.67	$55.00	22.4%	6.4%	10.7%	9.3%	0.0%	-0.6%	2.1%	590	-25.6K	-18	153.82	N/A	N/A	0	5
2025-06-20	$57.43	$55.00	22.6%	6.5%	10.7%	9.6%	0.0%	1.0%	-3.3%	643	-25.1K	-18	156.72	N/A	N/A	0	5
2025-06-23	$57.10	$55.00	22.2%	6.4%	10.7%	8.8%	0.0%	0.2%	-1.6%	660	-13.5K	-18	152.46	N/A	N/A	0	3
2025-06-24	$56.60	$55.00	21.9%	6.3%	11.4%	8.2%	0.0%	0.5%	-3.7%	714	-12.8K	-19	160.59	N/A	N/A	0	3
2025-06-25	$56.28	$55.00	23.0%	6.6%	11.5%	10.4%	0.0%	0.7%	-4.4%	730	-12.4K	-18	164.16	N/A	N/A	0	3
2025-06-26	$57.12	$55.00	21.4%	6.1%	11.9%	7.3%	0.0%	0.9%	-3.1%	683	-13.7K	-16	160.59	N/A	N/A	0	3
2025-06-27	$56.23	$55.00	22.5%	6.5%	13.6%	9.4%	0.0%	0.4%	-3.8%	764	-12.3K	-19	160.59	N/A	N/A	0	3
2025-06-30	$56.56	$55.00	23.5%	6.7%	13.4%	11.4%	0.0%	0.8%	-4.7%	749	-12.8K	-17	162.84	N/A	N/A	0	3