Preheat oven to 350 degrees.
Line a 9x13 baking pan with parchment or lightly spray with non-stick cooking spray.
Combine oat, flour, brown sugar, salt, and baking soda in a medium bowl.
Stir in butter until nice and crumbly.
Press a little more than half of the oat mixture into the bottom of the pan and bake for 8 minutes.
Meanwhile, melt caramels and milk together in a microwave-safe container on high in 30 second intervals, stirring in between. Set aside.
Remove pan from the oven and sprinkle with apple and nuts. Drizzle caramel mixture over the top.
Crumble remaining oat mixture over the top of the caramel and return pan to the oven.
Bake for an additional 20-22 minutes or until top is lightly browned.
Let cool completely before cutting into bars.