NANR Options History — September 2025

In September 2025, NANR traded between $61.68 and $64.94. ATM implied volatility averaged 20.4%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 9.5% (HV 20d: 10.9%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days.

Notable Days

  • 2025-09-10: Largest IV drop — 33.2% change
  • 2025-09-09: Highest IV Rank — 15.9%
  • 2025-09-03: Largest Expected Move — 6.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.29$61.68$64.94$62.31$64.47
ATM IV20.4%17.5%26.2%22.1%21.8%
Expected Move5.5%4.8%6.4%6.3%6.2%
HV 20d10.9%8.1%12.5%12.0%9.5%
HV 60d13.6%12.5%14.2%13.9%12.5%
IV Rank5.3%0.0%15.9%7.7%8.4%
IV Percentile22.7%0.0%71.8%42.1%38.5%
Term Structure-1.7%-5.7%0.6%-4.3%-4.8%
Skew 25d1.3%-0.1%2.8%1.7%1.8%
Skew 10d5.6%3.6%7.4%7.4%4.9%
Call IV 25d21.0%17.8%26.2%25.0%24.2%
Put IV 25d22.3%19.5%26.8%26.8%26.0%
Bid-Ask Spread %150.82133.20156.78135.97152.40
Gamma HHI0.740.620.900.730.74
Net GEX906412010278
Net DEX-12.0K-12.6K-11.4K-11.7K-12.3K
Net VEX-8-11-5-9-7
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI22222

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$62.31$0.0022.1%6.3%12.0%7.7%0.0%1.7%-4.3%102-11.7K-90.00135.97N/AN/A0020
2025-09-03$61.68$0.0022.2%6.4%12.5%8.0%0.0%0.5%-5.7%112-11.4K-110.00133.20N/AN/A0020
2025-09-04$61.91$0.0022.7%4.8%12.2%8.9%0.0%1.8%0.5%112-11.5K-100.00156.78N/AN/A0020
2025-09-05$62.01$0.0023.7%5.0%12.2%11.0%0.0%1.0%-0.6%106-11.6K-100.00153.25N/AN/A0020
2025-09-08$62.17$0.0025.5%5.1%12.1%14.5%0.0%1.7%0.0%104-11.6K-90.00154.58N/AN/A0020
2025-09-09$62.09$0.0026.2%5.1%11.9%15.9%0.0%0.5%0.6%120-11.5K-100.00153.71N/AN/A0020
2025-09-10$62.81$0.0017.5%5.0%12.2%0.0%0.0%2.7%-0.5%92-11.8K-80.00155.70N/AN/A0020
2025-09-11$63.32$0.0018.1%5.2%12.2%1.2%0.0%2.8%-0.6%88-12.0K-70.00155.65N/AN/A0020
2025-09-12$62.97$0.0017.6%5.1%12.1%0.3%0.0%0.1%0.3%102-11.9K-90.00152.51N/AN/A0020
2025-09-15$63.18$0.0018.2%5.2%12.1%1.4%0.0%1.3%-1.3%86-12.0K-70.00155.00N/AN/A0020
2025-09-16$63.48$0.0018.6%5.3%11.7%2.1%0.0%1.8%-0.6%88-12.1K-70.00155.69N/AN/A0020
2025-09-17$63.38$0.0017.7%5.1%11.1%0.4%0.0%1.3%0.3%88-12.1K-70.00145.97N/AN/A0020
2025-09-18$63.20$0.0018.4%5.3%11.0%1.8%0.0%1.2%-2.5%85-12.1K-60.00153.60N/AN/A0020
2025-09-19$63.64$0.0018.9%5.4%11.0%2.8%0.0%2.0%-1.6%85-12.1K-70.00153.61N/AN/A0020
2025-09-22$64.02$0.0018.5%5.3%8.1%2.0%0.0%1.6%-0.1%76-12.4K-50.00151.61N/AN/A0020
2025-09-23$64.53$0.0019.2%5.5%8.3%3.3%0.0%1.2%-2.4%69-12.3K-60.00148.99N/AN/A0020
2025-09-24$64.18$0.0020.0%5.7%8.8%4.9%0.0%-0.1%-3.1%88-12.2K-80.00148.55N/AN/A0020
2025-09-25$64.20$0.0020.8%6.0%8.7%6.5%0.0%1.2%-4.0%67-12.4K-50.00152.00N/AN/A0020
2025-09-26$64.94$0.0019.9%5.7%9.3%4.7%0.0%1.1%-2.1%64-12.6K-50.00149.31N/AN/A0020
2025-09-29$64.63$0.0020.4%5.9%9.4%5.7%0.0%0.3%-3.0%68-12.4K-60.00149.07N/AN/A0020
2025-09-30$64.47$0.0021.8%6.2%9.5%8.4%0.0%1.8%-4.8%78-12.3K-70.00152.40N/AN/A0020