NANR Options History — October 2025

In October 2025, NANR traded between $62.97 and $65.44. ATM implied volatility averaged 22.9%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 7.3% (HV 20d: 15.6%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days.

Notable Days

  • 2025-10-15: Largest IV drop — 51.0% change
  • 2025-10-14: Highest IV Rank — 39.8%
  • 2025-10-03: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.24$62.97$65.44$64.80$63.33
ATM IV22.9%18.6%37.9%22.6%20.6%
Expected Move5.6%4.8%6.6%6.5%5.9%
HV 20d15.6%8.5%21.0%8.5%20.6%
HV 60d14.0%12.1%15.7%12.5%14.8%
IV Rank10.6%2.1%39.8%9.9%6.0%
IV Percentile38.8%3.6%94.4%48.8%25.8%
Term Structure-0.6%-5.8%2.2%-4.9%-0.5%
Skew 25d1.5%-0.1%4.6%1.6%2.1%
Skew 10d3.3%-1.6%13.8%6.6%-0.5%
Call IV 25d21.0%16.9%26.6%25.5%22.8%
Put IV 25d22.4%19.3%27.9%27.0%24.9%
Bid-Ask Spread %155.01145.73163.27153.59161.32
Gamma HHI0.930.591.000.831.00
Net GEX6746956261
Net DEX-12.4K-12.8K-12.0K-12.5K-12.3K
Net VEX-5-7-4-5-4
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI22222

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-10-01$64.80$0.0022.6%6.5%8.5%9.9%0.0%1.6%-4.9%62-12.5K-50.00153.59N/AN/A0020
2025-10-02$64.44$0.0021.8%6.2%8.9%8.3%0.0%1.2%-4.5%64-12.4K-50.00146.01N/AN/A0020
2025-10-03$64.94$0.0023.1%6.6%9.1%11.0%0.0%1.4%-5.8%66-12.5K-60.00154.00N/AN/A0020
2025-10-06$65.40$0.0025.3%5.0%9.3%15.3%0.0%1.9%2.2%59-12.6K-60.00158.32N/AN/A0020
2025-10-07$65.03$0.0024.1%4.8%9.6%13.0%0.0%1.2%0.9%61-12.5K-50.00153.36N/AN/A0020
2025-10-08$65.44$0.0026.5%5.0%9.1%17.5%0.0%1.7%2.0%46-12.8K-40.00157.35N/AN/A0020
2025-10-09$64.38$0.0026.2%5.3%10.9%17.1%0.0%-0.1%1.3%95-12.2K-70.00145.73N/AN/A0020
2025-10-10$63.14$0.0029.7%5.5%12.9%23.8%0.0%0.3%-3.1%84-12.0K-70.00147.18N/AN/A0020
2025-10-13$64.57$0.0036.3%5.2%15.2%36.7%0.0%1.9%1.1%72-12.4K-60.00154.97N/AN/A0020
2025-10-14$64.47$0.0037.9%5.2%15.1%39.8%0.0%2.1%1.8%66-12.4K-60.00147.51N/AN/A0020
2025-10-15$65.13$0.0018.6%5.3%15.4%2.1%0.0%2.0%1.1%55-12.7K-40.00151.24N/AN/A0020
2025-10-16$64.89$0.0020.0%5.7%15.5%4.9%0.0%4.6%-3.3%61-12.5K-50.00149.81N/AN/A0020
2025-10-17$63.93$0.0019.4%5.6%16.3%3.8%0.0%1.2%-0.4%76-12.2K-60.00147.89N/AN/A0020
2025-10-20$64.89$0.0018.7%5.4%17.1%2.4%0.0%1.8%-0.2%59-12.5K-50.00162.02N/AN/A0020
2025-10-21$62.97$0.0018.7%5.4%20.0%2.4%0.0%0.7%1.5%82-12.0K-70.00157.99N/AN/A0020
2025-10-22$63.52$0.0019.0%5.4%20.2%2.9%0.0%2.5%-1.0%73-12.2K-50.00155.39N/AN/A0020
2025-10-23$64.49$0.0019.6%5.6%21.0%4.1%0.0%1.8%-0.1%63-12.4K-50.00159.49N/AN/A0020
2025-10-24$64.12$0.0019.4%5.6%20.6%3.7%0.0%0.4%1.0%63-12.4K-50.00163.27N/AN/A0020
2025-10-27$63.36$0.0019.8%5.7%21.0%4.5%0.0%0.8%-0.8%74-12.1K-60.00158.49N/AN/A0020
2025-10-28$63.54$0.0019.7%5.6%21.0%4.2%0.0%1.5%-1.8%73-12.2K-50.00161.72N/AN/A0020
2025-10-29$63.44$0.0020.4%5.8%20.9%5.7%0.0%0.0%-0.7%72-12.2K-50.00159.43N/AN/A0020
2025-10-30$63.34$0.0020.5%5.9%20.8%5.9%0.0%1.2%-0.9%62-12.3K-40.00159.04N/AN/A0020
2025-10-31$63.33$0.0020.6%5.9%20.6%6.0%0.0%2.1%-0.5%61-12.3K-40.00161.32N/AN/A0020