In case you are wondering can this be done, yes it can! Checking Plex support site you will find detailed instructions on how to do this.
For this article, I will focus on the Synology NAS solution as a Plex server of choice. Before I continue I would just like to say what I did exactly and why.
The NAS in question is DS918+ which was my main Plex server. What I wanted to do was to get this NAS up and running as a new NAS (fresh install) but instead of HDDs (4x4TB), I want to run it with SSDs (2x500GB at the moment).