Tradr 2X Long NBIS Daily ETF (NEBX) Options History
Historical options analytics archive for NEBX with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
NEBX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NEBX. 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 | 156.0% | 6.7% | $27.00 | $75.0K | -$8.9M | 1.48 |
| 2026-08 | 21 | 210.0% | 36.7% | $26.67 | -$7.9K | -$115.6K | 0.76 |
| 2026-07 | 22 | 286.8% | 87.1% | $30.00 | $5.7K | -$5.0M | 1.11 |
| 2026-06 | 21 | 225.7% | 55.3% | $47.67 | $9.5K | -$34.1M | 1.30 |
| 2026-05 | 20 | 220.2% | 58.2% | $125.00 | $87.9K | -$42.7M | 1.64 |
| 2026-04 | 21 | 184.2% | 37.9% | $55.00 | $15.7K | -$7.2M | 1.18 |
This archive aggregates NEBX's daily end-of-day options snapshots into monthly summaries, spanning 2025-09 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 NEBX 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 156.0%, a month-end max-pain strike around $27.00, an average put/call ratio of 1.48.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked NEBX history questions
- How much options history is available for NEBX?
- This archive holds 13 months of NEBX options analytics, spanning 2025-09 through 2026-09. Each entry is a monthly rollup of NEBX'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 NEBX archive.
- What data does each monthly NEBX aggregate contain?
- Every monthly row summarizes that month of NEBX 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 156.0%, an average IV rank of 6.7%, a month-end max-pain strike around $27.00, an average put/call ratio of 1.48.
- How is the NEBX options-history archive built and how often does it update?
- The archive is derived from NEBX'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 NEBX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.