NANR Options History — August 2025 In August 2025, NANR traded between $56.71 and $62.11. ATM implied volatility averaged 24.3%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 9.4% (HV 20d: 14.8%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2025-08-13 : Largest IV drop — 57.7% change2025-08-12 : Highest IV Rank — 49.5%2025-08-01 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $59.18 $56.71 $62.11 $56.71 $62.11 ATM IV 24.3% 18.2% 43.3% 26.7% 19.7% Expected Move 5.6% 5.2% 7.6% 7.6% 5.7% HV 20d 14.8% 12.3% 16.4% 14.5% 12.3% HV 60d 13.8% 13.4% 14.4% 13.8% 13.9% IV Rank 11.9% 0.0% 49.5% 16.6% 3.1% IV Percentile 37.2% 0.0% 96.0% 74.6% 10.3% Term Structure -1.8% -7.2% 1.3% -7.2% -3.3% Skew 25d 1.6% 0.3% 3.5% 1.2% 2.7% Skew 10d 5.5% 0.3% 8.7% 0.3% 8.3% Call IV 25d 21.1% 18.2% 31.0% 31.0% 21.3% Put IV 25d 22.6% 20.7% 32.2% 32.2% 24.0% Bid-Ask Spread % 141.20 136.68 164.82 164.82 136.68 Gamma HHI 0.56 0.50 0.73 0.52 0.73 Net GEX 184 103 242 224 103 Net DEX -10.1K -11.7K -9.0K -9.0K -11.7K Net VEX -17 -22 -9 -22 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
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 2025-08-01 $56.71 $0.00 26.7% 7.6% 14.5% 16.6% 0.0% 1.2% -7.2% 224 -9.0K -22 0.00 164.82 N/A N/A 0 0 2 0 2025-08-04 $57.39 $0.00 28.3% 5.4% 15.0% 19.8% 0.0% 1.8% -0.2% 216 -9.2K -21 0.00 141.96 N/A N/A 0 0 2 0 2025-08-05 $58.16 $0.00 27.3% 5.2% 15.6% 17.9% 0.0% 2.4% 1.3% 204 -9.7K -20 0.00 138.72 N/A N/A 0 0 2 0 2025-08-06 $57.94 $0.00 28.9% 5.3% 15.7% 21.0% 0.0% 0.3% -1.2% 196 -9.6K -20 0.00 137.85 N/A N/A 0 0 2 0 2025-08-07 $58.33 $0.00 30.4% 5.3% 15.7% 24.1% 0.0% 1.5% -0.7% 190 -9.9K -18 0.00 138.71 N/A N/A 0 0 2 0 2025-08-08 $58.45 $0.00 34.4% 5.6% 15.6% 31.9% 0.0% 0.9% 0.2% 198 -9.8K -19 0.00 140.63 N/A N/A 0 0 2 0 2025-08-11 $58.17 $0.00 40.1% 5.4% 15.3% 43.1% 0.0% 0.9% -0.6% 195 -9.8K -18 0.00 140.88 N/A N/A 0 0 2 0 2025-08-12 $58.64 $0.00 43.3% 5.3% 14.7% 49.5% 0.0% 1.6% -0.3% 188 -9.9K -18 0.00 140.60 N/A N/A 0 0 2 0 2025-08-13 $59.11 $0.00 18.3% 5.2% 14.8% 0.0% 0.0% 1.5% 1.2% 189 -9.9K -19 0.00 141.69 N/A N/A 0 0 2 0 2025-08-14 $58.74 $0.00 18.6% 5.3% 15.0% 0.7% 0.0% 1.5% -1.1% 204 -9.8K -20 0.00 141.60 N/A N/A 0 0 2 0 2025-08-15 $58.82 $0.00 18.7% 5.4% 14.8% 0.8% 0.0% 1.1% -1.7% 192 -9.8K -19 0.00 140.87 N/A N/A 0 0 2 0 2025-08-18 $58.55 $0.00 19.4% 5.6% 14.9% 2.2% 0.0% 1.4% -2.2% 206 -9.5K -21 0.00 143.52 N/A N/A 0 0 2 0 2025-08-19 $58.13 $0.00 19.4% 5.6% 13.3% 2.2% 0.0% 0.7% -2.5% 242 -9.5K -20 0.00 140.78 N/A N/A 0 0 2 0 2025-08-20 $58.85 $0.00 19.3% 5.5% 13.9% 1.9% 0.0% 1.8% -2.1% 220 -10.0K -18 0.00 142.99 N/A N/A 0 0 2 0 2025-08-21 $59.27 $0.00 18.7% 5.4% 14.1% 0.9% 0.0% 1.6% -2.0% 189 -10.5K -15 0.00 139.67 N/A N/A 0 0 2 0 2025-08-22 $60.69 $0.00 18.2% 5.2% 16.4% 0.0% 0.0% 3.5% -1.9% 169 -10.4K -17 0.00 138.15 N/A N/A 0 0 2 0 2025-08-25 $60.83 $0.00 19.8% 5.7% 16.2% 3.2% 0.0% 1.2% -2.8% 167 -10.5K -16 0.00 141.06 N/A N/A 0 0 2 0 2025-08-26 $60.97 $0.00 20.7% 5.9% 16.2% 5.0% 0.0% 1.7% -4.4% 131 -11.2K -11 0.00 139.03 N/A N/A 0 0 2 0 2025-08-27 $61.34 $0.00 19.5% 5.6% 14.1% 2.6% 0.0% 1.7% -2.7% 119 -11.4K -10 0.00 137.07 N/A N/A 0 0 2 0 2025-08-28 $61.57 $0.00 19.8% 5.7% 13.8% 3.1% 0.0% 1.8% -4.2% 118 -11.4K -10 0.00 137.93 N/A N/A 0 0 2 0 2025-08-29 $62.11 $0.00 19.7% 5.7% 12.3% 3.1% 0.0% 2.7% -3.3% 103 -11.7K -9 0.00 136.68 N/A N/A 0 0 2 0
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