diff --git a/ta_lib/core/src/series.rs b/ta_lib/core/src/series.rs
index 0a15e183..650d3f64 100644
--- a/ta_lib/core/src/series.rs
+++ b/ta_lib/core/src/series.rs
@@ -127,7 +127,11 @@ impl Series<f64> {
 impl<T: AsRef<[f64]>> From<T> for Series<f64> {
     fn from(item: T) -> Self {
         Self {
-            data: item.as_ref().iter().map(|&x| Some(x)).collect(),
+            data: item
+                .as_ref()
+                .iter()
+                .map(|&x| if x.is_nan() { None } else { Some(x) })
+                .collect(),
         }
     }
 }
@@ -185,6 +189,16 @@ mod tests {
         assert_eq!(result.len(), expected);
     }
 
+    #[test]
+    fn test_from() {
+        let source = vec![f64::NAN, 1.0, 2.0, 3.0];
+        let expected = vec![None, Some(1.0), Some(2.0), Some(3.0)];
+
+        let result = Series::from(&source);
+
+        assert_eq!(result, expected);
+    }
+
     #[test]
     fn test_empty() {
         let len = 4;