NANR Options History — February 2026

In February 2026, NANR traded between $75.91 and $85.46. ATM implied volatility averaged 22.8%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 5.0% (HV 20d: 27.7%). Max pain ranged from $54.00 to $77.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2026-02-26: Highest Volume — 1 contracts
  • 2026-02-13: Largest IV spike — 21.1% change
  • 2026-02-26: Highest IV Rank — 16.6%
  • 2026-02-26: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.25$75.91$85.46$75.91$85.46
Max Pain$57.63$54.00$77.00$77.00$54.00
ATM IV22.8%18.4%25.1%20.2%24.4%
Expected Move6.3%5.3%7.2%5.8%7.0%
HV 20d27.7%21.9%30.1%21.9%29.9%
HV 60d22.0%19.6%23.1%19.6%22.1%
IV Rank12.2%4.0%16.6%7.4%15.3%
IV Percentile55.2%8.3%74.6%30.6%69.4%
Term Structure-1.7%-5.4%0.3%-1.9%-5.4%
Skew 25d1.2%-5.2%7.1%0.3%7.1%
Skew 10d3.6%-3.5%7.1%1.4%3.6%
Call IV 25d21.3%16.3%29.5%22.4%21.7%
Put IV 25d22.5%19.0%28.8%22.6%28.8%
Bid-Ask Spread %118.93113.25136.17136.17115.39
Gamma HHI0.430.340.570.350.57
Net GEX4.1K2.4K6.1K6.1K2.4K
Net DEX-116.7K-137.5K-83.5K-83.5K-116.2K
Net VEX-310-359-256-358-256
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0530100
Total OI19.94717212117

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-02-02$75.91$77.0020.2%5.8%21.9%7.4%0.0%0.3%-1.9%6.1K-83.5K-3580.00136.17N/AN/A00210
2026-02-03$78.30$77.0022.5%6.5%23.1%11.7%0.0%1.4%-2.0%5.9K-100.7K-3590.00124.50N/AN/A00210
2026-02-04$79.21$77.0023.7%6.8%23.2%13.9%0.0%2.4%-3.3%5.4K-109.6K-3510.00127.22N/AN/A00210
2026-02-05$76.84$54.0025.0%5.9%25.3%16.5%0.0%-0.0%-1.4%5.6K-95.7K-3550.00119.68N/AN/A00210
2026-02-06$79.03$54.0022.2%5.8%26.0%11.2%0.0%0.7%-0.5%5.3K-107.8K-3510.00120.83N/AN/A00210
2026-02-09$80.88$54.0024.9%6.1%26.7%16.3%0.0%5.1%-2.5%4.7K-122.4K-3270.00114.35N/AN/A00210
2026-02-10$81.13$54.0023.4%5.6%26.7%13.4%0.0%1.2%0.2%4.4K-126.7K-3230.00122.32N/AN/A00210
2026-02-11$82.86$54.0019.6%5.6%27.2%6.2%0.0%2.3%-0.1%3.6K-137.5K-2950.00117.97N/AN/A00210
2026-02-12$80.63$54.0018.4%5.3%29.2%4.0%0.0%2.3%0.3%4.6K-126.7K-3130.00116.52N/AN/A00210
2026-02-13$81.56$54.0022.3%6.4%29.3%11.4%0.0%0.2%-2.3%4.0K-129.6K-3070.00116.33N/AN/A00210
2026-02-17$80.44$54.0020.7%5.9%29.9%8.2%0.0%-4.0%0.2%4.9K-122.9K-3120.00118.31N/AN/A00210
2026-02-18$81.84$54.0020.9%6.0%30.1%8.7%0.0%-0.1%-0.5%3.9K-132.5K-2990.00119.89N/AN/A00210
2026-02-19$82.38$54.0023.1%6.6%29.9%12.8%0.0%1.0%-1.1%2.9K-136.5K-2960.00116.72N/AN/A00210
2026-02-20$82.53$54.0022.6%6.5%29.8%11.9%0.0%3.6%-1.4%3.2K-135.9K-2970.00115.06N/AN/A00210
2026-02-23$83.13$54.0024.4%7.0%29.6%15.3%0.0%1.9%-1.7%2.8K-107.3K-2810.00116.52N/AN/A00170
2026-02-24$83.92$54.0023.9%6.8%29.7%14.3%0.0%-5.2%-0.8%2.8K-109.1K-2710.00115.06N/AN/A00170
2026-02-25$83.51$54.0024.9%7.2%29.8%16.4%0.0%0.2%-4.4%2.7K-108.0K-2760.00113.25N/AN/A00170
2026-02-26$84.19$54.0025.1%7.2%29.7%16.6%0.0%2.1%-4.3%2.8K-109.5K-2720.00113.70N/AN/A10170
2026-02-27$85.46$54.0024.4%7.0%29.9%15.3%0.0%7.1%-5.4%2.4K-116.2K-2560.00115.39N/AN/A00170