Tradr 2X Short NBIS Daily ETF (NBIZ) Options History
Historical options analytics archive for NBIZ with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
NBIZ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NBIZ. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 170.0% | 33.4% | $19.00 | $5.4K | -$312.6K | 0.50 |
| 2026-08 | 21 | 211.0% | 37.6% | $24.00 | $39.3K | -$2.4M | 0.37 |
| 2026-07 | 22 | 296.2% | - | $40.00 | $819 | -$585.7K | 0.43 |
| 2026-06 | 21 | 238.7% | - | $96.00 | $997 | -$39.6K | 0.52 |
| 2026-05 | 20 | 189.8% | - | $120.00 | $1.0K | -$51.9K | 0.84 |
| 2026-04 | 21 | 187.4% | - | $480.00 | $614 | -$252.7K | 2.15 |
This archive aggregates NBIZ's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how NBIZ option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 170.0%, a month-end max-pain strike around $19.00, an average put/call ratio of 0.50.
2026
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked NBIZ history questions
- How much options history is available for NBIZ?
- This archive holds 8 months of NBIZ options analytics, spanning 2026-02 through 2026-09. Each entry is a monthly rollup of NBIZ's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the NBIZ archive.
- What data does each monthly NBIZ aggregate contain?
- Every monthly row summarizes that month of NBIZ option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 170.0%, an average IV rank of 33.4%, a month-end max-pain strike around $19.00, an average put/call ratio of 0.50.
- How is the NBIZ options-history archive built and how often does it update?
- The archive is derived from NBIZ's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how NBIZ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.