NANR Options History — March 2026

In March 2026, NANR traded between $78.52 and $86.06. ATM implied volatility averaged 25.4%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 3.0% (HV 20d: 22.4%). Max pain ranged from $54.00 to $54.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2026-03-05: Highest Volume — 1 contracts
2026-03-05: Largest IV spike — 19.2% change
2026-03-05: Highest IV Rank — 32.2%
2026-03-13: Largest Expected Move — 8.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.06	$78.52	$86.06	$86.06	$84.27
Max Pain	$54.00	$54.00	$54.00	$54.00	$54.00
ATM IV	25.4%	20.6%	33.2%	26.1%	25.9%
Expected Move	7.1%	5.9%	8.5%	7.5%	7.4%
HV 20d	22.4%	19.0%	29.0%	25.8%	19.9%
HV 60d	23.1%	21.8%	23.7%	21.8%	23.7%
IV Rank	17.2%	8.1%	32.2%	18.6%	18.2%
IV Percentile	69.9%	34.9%	92.5%	79.0%	77.4%
Term Structure	-0.9%	-3.3%	1.1%	-2.6%	-0.2%
Skew 25d	1.3%	-0.6%	9.1%	9.1%	0.3%
Skew 10d	2.4%	-0.3%	6.6%	6.6%	-0.3%
Call IV 25d	22.0%	18.4%	26.0%	22.7%	24.3%
Put IV 25d	23.3%	19.9%	31.7%	31.7%	24.6%
Bid-Ask Spread %	95.10	68.73	142.60	115.09	74.57
Gamma HHI	0.46	0.34	0.58	0.58	0.51
Net GEX	2.8K	2.1K	3.5K	2.4K	2.9K
Net DEX	-101.7K	-118.3K	-87.3K	-118.3K	-109.0K
Net VEX	-287	-311	-246	-246	-256
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.136	0	1	0	0
Total OI	17.636	17	19	17	17

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2026-03-02	$86.06	$54.00	26.1%	7.5%	25.8%	18.6%	0.0%	9.1%	-2.6%	2.4K	-118.3K	-246	115.09	N/A	N/A	0	0	17	0
2026-03-03	$83.30	$54.00	28.7%	8.2%	29.0%	23.6%	0.0%	1.1%	-0.4%	2.6K	-103.3K	-287	115.91	N/A	N/A	0	0	17	0
2026-03-04	$83.34	$54.00	27.9%	8.0%	27.3%	21.9%	0.0%	1.8%	-0.7%	2.8K	-107.4K	-271	115.91	N/A	N/A	0	0	17	0
2026-03-05	$81.89	$0.00	33.2%	6.6%	28.1%	32.2%	0.0%	0.5%	-0.7%	2.9K	-101.3K	-284	120.14	N/A	N/A	0	1	17	0
2026-03-06	$81.62	$0.00	30.6%	7.0%	25.5%	27.1%	0.0%	0.5%	-1.4%	2.3K	-94.2K	-301	142.60	N/A	N/A	0	0	17	1
2026-03-09	$81.84	$0.00	28.8%	7.1%	23.7%	23.7%	0.0%	1.5%	-1.0%	2.2K	-93.7K	-291	120.15	N/A	N/A	0	0	17	1
2026-03-10	$81.98	$0.00	24.9%	6.6%	22.3%	16.3%	0.0%	0.4%	-0.7%	2.2K	-98.4K	-284	127.28	N/A	N/A	1	0	17	1
2026-03-11	$82.69	$0.00	22.1%	6.3%	22.5%	11.0%	0.0%	2.9%	0.3%	2.1K	-105.2K	-304	124.70	N/A	N/A	0	0	18	1
2026-03-12	$82.91	$0.00	24.9%	0.0%	21.2%	16.3%	0.0%	1.7%	-0.8%	2.2K	-108.7K	-291	80.42	N/A	N/A	0	0	18	1
2026-03-13	$81.31	$0.00	24.3%	8.5%	20.0%	15.2%	0.0%	-0.1%	-3.3%	2.3K	-100.9K	-306	97.88	N/A	N/A	0	1	18	1
2026-03-16	$81.63	$0.00	22.3%	6.5%	19.6%	11.3%	0.0%	1.5%	-0.3%	3.1K	-105.4K	-296	78.42	N/A	N/A	0	0	18	0
2026-03-17	$82.16	$0.00	20.6%	5.9%	19.1%	8.1%	0.0%	0.9%	1.1%	3.1K	-109.8K	-286	79.95	N/A	N/A	0	0	18	0
2026-03-18	$80.80	$0.00	21.4%	6.2%	19.0%	9.6%	0.0%	0.8%	0.5%	3.3K	-103.0K	-299	82.50	N/A	N/A	0	0	18	0
2026-03-19	$79.62	$0.00	23.4%	6.7%	19.5%	13.4%	0.0%	1.4%	-0.1%	3.4K	-94.1K	-308	74.52	N/A	N/A	0	0	18	0
2026-03-20	$78.52	$0.00	23.8%	6.8%	19.9%	14.2%	0.0%	1.0%	-0.1%	3.5K	-90.7K	-311	68.73	N/A	N/A	0	0	18	0
2026-03-23	$79.96	$0.00	23.3%	7.0%	20.9%	13.2%	0.0%	1.1%	-0.9%	3.5K	-87.3K	-304	76.75	N/A	N/A	0	0	17	0
2026-03-24	$81.49	$0.00	24.6%	7.1%	21.9%	15.7%	0.0%	1.0%	-2.8%	3.3K	-95.8K	-289	72.36	N/A	N/A	0	0	17	0
2026-03-25	$82.29	$0.00	22.6%	6.7%	22.2%	11.9%	0.0%	1.3%	-0.8%	3.2K	-101.4K	-281	88.56	N/A	N/A	0	0	17	0
2026-03-26	$81.95	$0.00	25.9%	7.4%	22.0%	18.2%	0.0%	0.8%	-1.8%	3.2K	-100.7K	-278	79.74	N/A	N/A	0	0	17	0
2026-03-27	$83.09	$0.00	25.2%	7.2%	21.9%	16.8%	0.0%	0.8%	-0.6%	3.1K	-104.1K	-271	76.25	N/A	N/A	0	0	17	0
2026-03-30	$82.56	$0.00	27.2%	7.8%	21.7%	20.7%	0.0%	-0.6%	-2.7%	3.0K	-104.1K	-273	79.73	N/A	N/A	0	0	17	0
2026-03-31	$84.27	$0.00	25.9%	7.4%	19.9%	18.2%	0.0%	0.3%	-0.2%	2.9K	-109.0K	-256	74.57	N/A	N/A	0	0	17	0