NANR Options History — July 2025

In July 2025, NANR traded between $57.35 and $59.17. ATM implied volatility averaged 22.0%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 7.4% (HV 20d: 14.6%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-07-29: Highest Volume — 1 contracts
  • 2025-07-09: Largest IV drop — 27.9% change
  • 2025-07-07: Highest IV Rank — 19.4%
  • 2025-07-31: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.31$57.35$59.17$57.41$57.52
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV22.0%18.6%27.6%22.5%25.1%
Expected Move6.0%5.3%7.2%6.4%7.2%
HV 20d14.6%13.2%16.4%13.2%13.9%
HV 60d16.2%12.9%30.0%30.0%13.6%
IV Rank7.8%1.7%19.4%9.3%13.5%
IV Percentile35.9%3.6%78.2%44.8%66.7%
Term Structure-3.4%-7.5%0.2%-3.4%-7.5%
Skew 25d1.3%-0.6%3.1%0.9%1.4%
Skew 10d5.0%1.1%15.5%4.5%2.1%
Call IV 25d23.3%18.5%28.8%26.8%28.8%
Put IV 25d24.7%21.6%30.1%27.7%30.1%
Bid-Ask Spread %162.49156.79168.07158.17166.49
Gamma HHI0.710.541.000.780.54
Net GEX39174724670209
Net DEX-12.7K-16.5K-5.2K-14.2K-9.4K
Net VEX-12-20-6-15-20
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0450100
Total OI2.51332

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-07-01$57.41$55.0022.5%6.4%13.2%9.3%0.0%0.9%-3.4%670-14.2K-150.00158.17N/AN/A0030
2025-07-02$58.33$55.0022.8%6.5%14.0%9.9%0.0%1.8%-4.2%522-15.4K-120.00158.45N/AN/A0030
2025-07-03$58.61$0.0024.5%5.4%13.7%13.4%0.0%3.1%0.2%479-15.7K-110.00164.78N/AN/A0030
2025-07-07$58.07$0.0027.6%5.7%14.3%19.4%0.0%3.0%-2.6%569-15.0K-120.00159.10N/AN/A0030
2025-07-08$58.42$0.0027.5%5.7%14.4%19.1%0.0%1.1%-3.2%505-15.6K-100.00159.89N/AN/A0030
2025-07-09$58.50$0.0019.8%5.7%14.1%4.1%0.0%1.0%-2.8%493-15.7K-100.00163.34N/AN/A0030
2025-07-10$58.89$0.0018.6%5.3%14.2%1.7%0.0%1.6%-0.2%412-16.2K-90.00160.59N/AN/A0030
2025-07-11$59.17$0.0018.9%5.4%14.2%2.4%0.0%1.8%-1.8%364-16.5K-80.00161.33N/AN/A0030
2025-07-14$58.58$0.0019.6%5.6%14.7%3.6%0.0%0.8%-3.1%466-16.0K-80.00162.10N/AN/A0030
2025-07-15$57.78$0.0020.8%6.0%14.9%6.0%0.0%1.0%-3.1%626-14.9K-90.00168.07N/AN/A0030
2025-07-16$57.58$0.0020.4%5.8%14.9%4.5%0.0%1.2%-2.9%672-14.9K-90.00162.65N/AN/A0030
2025-07-17$57.73$0.0020.5%5.9%14.9%4.8%0.0%1.7%-3.3%642-15.1K-80.00161.62N/AN/A0030
2025-07-18$57.35$0.0021.1%6.0%15.0%5.9%0.0%-0.3%-3.8%724-15.0K-70.00161.17N/AN/A0030
2025-07-21$57.62$0.0021.3%6.1%15.0%6.0%0.0%0.7%-2.6%74-5.2K-60.00164.95N/AN/A0010
2025-07-22$58.77$0.0020.3%5.8%16.4%4.0%0.0%2.4%-3.4%74-5.3K-60.00160.24N/AN/A0010
2025-07-23$59.08$0.0021.1%6.1%16.0%5.6%0.0%1.1%-3.7%177-10.0K-190.00165.57N/AN/A0020
2025-07-24$58.88$0.0020.8%6.0%15.8%4.9%0.0%1.1%-3.7%180-10.0K-190.00162.81N/AN/A0020
2025-07-25$59.05$0.0021.4%6.1%15.1%6.3%0.0%1.9%-3.7%178-10.1K-180.00165.03N/AN/A0020
2025-07-28$58.78$0.0022.7%6.5%13.9%8.8%0.0%1.4%-5.0%182-10.0K-190.00166.00N/AN/A0020
2025-07-29$58.90$0.0022.9%6.6%13.8%9.1%0.0%1.3%-5.4%181-10.0K-190.00165.70N/AN/A1020
2025-07-30$57.73$0.0023.5%6.7%15.0%10.3%0.0%-0.6%-6.7%196-9.6K-190.00156.79N/AN/A0020
2025-07-31$57.52$0.0025.1%7.2%13.9%13.5%0.0%1.4%-7.5%209-9.4K-200.00166.49N/AN/A0020