NANR Options History — December 2025

In December 2025, NANR traded between $66.44 and $69.00. ATM implied volatility averaged 20.0%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 0.6% (HV 20d: 19.4%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-12-11: Highest Volume — 3 contracts
  • 2025-12-10: Largest IV drop — 35.8% change
  • 2025-12-08: Highest IV Rank — 19.9%
  • 2025-12-03: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$67.76$66.44$69.00$67.41$67.90
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV20.0%16.4%27.7%22.6%20.0%
Expected Move5.3%4.7%6.7%6.5%5.7%
HV 20d19.4%16.9%21.2%20.6%16.9%
HV 60d18.7%17.6%19.6%17.6%19.6%
IV Rank6.2%0.0%19.9%10.0%7.0%
IV Percentile25.0%0.0%82.5%52.0%28.6%
Term Structure-2.2%-6.2%1.5%-5.3%-4.0%
Skew 25d0.0%-2.3%4.9%0.1%0.5%
Skew 10d1.4%-2.9%5.4%4.1%2.2%
Call IV 25d20.9%14.8%25.5%25.1%23.7%
Put IV 25d20.9%17.9%26.1%25.2%24.2%
Bid-Ask Spread %154.58131.71164.68135.91158.31
Gamma HHI0.980.941.001.000.95
Net GEX253050630205
Net DEX-15.6K-23.5K-11.2K-13.3K-11.6K
Net VEX-16-300-2-16
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.1820300
Total OI2.6362422

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-12-01$67.41$50.0022.6%6.5%20.6%10.0%0.0%0.1%-5.3%30-13.3K-20.00135.91N/AN/A0020
2025-12-02$66.44$50.0021.4%6.1%21.2%7.7%0.0%-0.3%-5.2%30-13.1K-20.00131.71N/AN/A0020
2025-12-03$67.38$50.0023.3%6.7%20.2%11.4%0.0%0.5%-6.2%26-13.3K-10.00136.30N/AN/A0020
2025-12-04$67.35$0.0023.4%5.1%20.2%11.5%0.0%0.8%-1.7%23-13.3K-10.00164.68N/AN/A0020
2025-12-05$67.34$0.0023.0%5.0%20.2%10.8%0.0%-0.1%-0.2%35-13.2K-20.00158.18N/AN/A0020
2025-12-08$66.45$0.0027.7%5.3%20.8%19.9%0.0%0.1%-0.6%41-13.0K-30.00160.64N/AN/A0020
2025-12-09$66.90$0.0026.7%5.1%19.7%17.9%0.0%1.1%-0.7%24-13.2K-10.00161.95N/AN/A0020
2025-12-10$68.00$0.0017.1%4.9%20.1%0.0%0.0%1.8%1.0%0-13.6K00.00153.84N/AN/A0020
2025-12-11$69.00$0.0016.4%4.7%20.5%0.0%0.0%2.1%1.5%0-13.8K00.00152.08N/AN/A3020
2025-12-12$68.35$0.0016.8%4.8%20.4%0.8%0.0%-0.4%-3.2%435-23.5K-290.00150.77N/AN/A0040
2025-12-15$68.02$0.0017.0%4.9%20.5%1.2%0.0%-1.6%-1.0%468-23.1K-290.00154.80N/AN/A0040
2025-12-16$67.03$0.0017.5%5.0%19.9%2.1%0.0%0.6%-1.3%491-22.0K-300.00154.67N/AN/A0040
2025-12-17$67.66$0.0018.3%5.2%19.8%3.7%0.0%1.5%-0.9%490-22.6K-290.00160.59N/AN/A0040
2025-12-18$66.78$0.0017.6%5.1%20.4%2.4%0.0%-1.0%-1.6%506-15.2K-300.00155.86N/AN/A0030
2025-12-19$67.31$0.0018.0%5.2%18.1%3.1%0.0%-1.1%-0.5%501-15.6K-290.00157.54N/AN/A0030
2025-12-22$68.37$0.0018.9%5.4%18.6%4.8%0.0%-1.9%-1.5%464-16.3K-280.00158.64N/AN/A0030
2025-12-23$68.85$0.0017.6%5.0%18.2%2.3%0.0%-1.0%-2.8%467-17.0K-260.00157.08N/AN/A0030
2025-12-24$68.72$0.0018.2%5.2%18.2%3.6%0.0%4.9%-3.2%443-17.1K-250.00159.71N/AN/A0030
2025-12-26$68.91$0.0019.0%5.4%16.9%5.0%0.0%-1.4%-3.4%467-17.0K-260.00159.69N/AN/A1030
2025-12-29$68.01$0.0019.5%5.6%17.3%6.1%0.0%-2.2%-3.1%223-11.2K-170.00157.31N/AN/A0020
2025-12-30$68.56$0.0019.7%5.6%17.4%6.3%0.0%-2.3%-5.1%195-11.8K-150.00160.50N/AN/A0020
2025-12-31$67.90$0.0020.0%5.7%16.9%7.0%0.0%0.5%-4.0%205-11.6K-160.00158.31N/AN/A0020