Yes, the FM mode has three selectable bandwidths available, they are 50 kHz, 15 kHz and 7.0 kHz. For the WFM mode, the bandwidth is fixed at 200 kHz. The digital modes also have three selectable bandwidths per selected mode.
Use the 7.0 kHz setting for NFM. Of course you can 'pick up' NFM with the 15 kHz bandwidth also just like you can with any old scanner radio that does not have proper filters for NFM.