The various forms of "Alan" (Greek Αλανοι, Αλαννοι; Chinese O-lan-na), as well as the "Iron" self-designation of the modern Ossetians (descendants of the Alans), are an Iranian dialectical form of "Aryan" (Avestan and Sanskrit "noble"). The ancient Alans inhabited what is generally conceded (although not without contest) to be the original or one of the original ranges of the Aryans, or Indo-Iranians, the common ancestors of the Indo-Aryan and Iranian peoples. The use of "Aryan", "Iron", "Iranian", etc. as a self-designation was common among all these peoples.
Parenthetically, it should be noted that neither "Iron" nor any other variant of this word has any connection with the metal, iron, nor did those peoples contribute anything significant to the mining or iron-working industries.
The Alans were also known over the course of their history by another group of related names, first rendered by the Greeks as "Αορσι" (Aorsi), and shortened since the 9th century to "Asi", "As", or "Os" (Russian Jasy, Georgian Osi). It is this name which is the root of the modern "Ossetian".