NANR Options History — November 2025 In November 2025, NANR traded between $61.77 and $67.11. ATM implied volatility averaged 21.3%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 1.5% (HV 20d: 19.9%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2025-11-20 : Largest IV spike — 29.7% change2025-11-20 : Highest IV Rank — 16.5%2025-11-20 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $64.31 $61.77 $67.11 $62.86 $67.11 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 21.3% 18.3% 25.9% 22.2% 20.2% Expected Move 5.8% 5.2% 7.4% 6.4% 5.8% HV 20d 19.9% 17.5% 21.4% 20.5% 20.7% HV 60d 16.2% 14.9% 17.6% 14.9% 17.6% IV Rank 7.5% 1.6% 16.5% 9.1% 5.2% IV Percentile 35.5% 2.8% 76.2% 45.6% 24.6% Term Structure -2.1% -5.0% 0.9% -2.2% -4.4% Skew 25d 1.0% -0.3% 1.9% 1.5% 1.8% Skew 10d 1.8% -4.7% 5.7% -2.2% 5.7% Call IV 25d 22.0% 19.6% 26.2% 25.2% 22.0% Put IV 25d 23.0% 20.2% 28.0% 26.7% 23.7% Bid-Ask Spread % 138.79 131.79 161.17 160.75 133.29 Gamma HHI 1.00 0.94 1.00 1.00 1.00 Net GEX 63 0 97 87 34 Net DEX -12.5K -13.4K -11.6K -11.9K -13.4K Net VEX -4 -8 0 -6 -1 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 (19 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 2025-11-03 $62.86 $0.00 22.2% 6.4% 20.5% 9.1% 0.0% 1.5% -2.2% 87 -11.9K -6 0.00 160.75 N/A N/A 0 0 2 0 2025-11-04 $61.77 $0.00 22.5% 6.4% 21.2% 9.7% 0.0% 0.4% -3.5% 97 -11.6K -8 0.00 157.49 N/A N/A 0 0 2 0 2025-11-05 $62.36 $0.00 23.2% 6.7% 21.4% 11.2% 0.0% 1.8% -2.8% 84 -11.9K -6 0.00 161.17 N/A N/A 0 0 2 0 2025-11-06 $62.47 $50.00 24.0% 5.4% 20.8% 12.6% 0.0% -0.2% -2.2% 79 -12.0K -6 0.00 138.05 N/A N/A 0 0 2 0 2025-11-07 $63.25 $50.00 23.2% 5.3% 20.2% 11.2% 0.0% 1.9% 0.9% 0 -12.7K 0 0.00 136.86 N/A N/A 0 0 2 0 2025-11-10 $64.59 $50.00 24.4% 5.2% 20.0% 13.5% 0.0% 1.3% -0.2% 57 -12.6K -4 0.00 136.12 N/A N/A 0 0 2 0 2025-11-11 $65.28 $50.00 25.2% 5.4% 20.3% 15.0% 0.0% 0.7% -1.2% 55 -12.7K -4 0.00 137.31 N/A N/A 0 0 2 0 2025-11-12 $65.75 $50.00 18.7% 5.4% 20.2% 2.3% 0.0% 0.7% -1.2% 49 -12.8K -3 0.00 136.31 N/A N/A 0 0 2 0 2025-11-13 $65.00 $50.00 18.3% 5.3% 20.6% 1.7% 0.0% -0.3% -3.1% 50 -12.7K -4 0.00 132.06 N/A N/A 0 0 2 0 2025-11-14 $65.35 $50.00 18.3% 5.2% 19.8% 1.6% 0.0% 1.5% 0.6% 69 -13.0K -1 0.00 132.85 N/A N/A 0 0 2 0 2025-11-17 $64.11 $50.00 19.6% 5.6% 20.4% 4.2% 0.0% -0.2% -5.0% 55 -12.5K -4 0.00 132.02 N/A N/A 0 0 2 0 2025-11-18 $64.90 $50.00 19.5% 5.6% 17.6% 4.0% 0.0% 1.4% 0.1% 81 -12.4K -6 0.00 133.89 N/A N/A 0 0 2 0 2025-11-19 $64.60 $50.00 20.0% 5.7% 17.5% 4.9% 0.0% 1.1% -1.7% 60 -12.5K -4 0.00 137.84 N/A N/A 0 0 2 0 2025-11-20 $63.08 $50.00 25.9% 7.4% 18.7% 16.5% 0.0% -0.1% -1.7% 78 -12.0K -6 0.00 132.22 N/A N/A 0 0 2 0 2025-11-21 $63.59 $50.00 20.7% 5.9% 18.9% 6.2% 0.0% 1.7% -3.6% 78 -12.3K -4 0.00 134.82 N/A N/A 0 0 2 0 2025-11-24 $64.50 $50.00 19.9% 5.7% 19.1% 4.7% 0.0% 1.6% -1.5% 85 -12.6K -3 0.00 134.92 N/A N/A 0 0 2 0 2025-11-25 $64.94 $50.00 20.7% 5.9% 19.2% 6.2% 0.0% 1.0% -4.3% 64 -12.7K -3 0.00 137.25 N/A N/A 0 0 2 0 2025-11-26 $66.35 $50.00 19.0% 5.5% 20.5% 3.0% 0.0% 1.7% -3.1% 26 -13.3K 0 0.00 131.79 N/A N/A 0 0 2 0 2025-11-28 $67.11 $50.00 20.2% 5.8% 20.7% 5.2% 0.0% 1.8% -4.4% 34 -13.4K -1 0.00 133.29 N/A N/A 0 0 2 0
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