YieldMax NFLX Option Income Strategy ETF (NFLY) Options History
Historical options analytics archive for NFLY with monthly max pain, implied volatility, gamma exposure, and put/call data.
32 months of complete options data available.
NFLY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NFLY. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 121.6% | 24.9% | $13.00 | $2.3K | -$8.9K | 0.54 |
| 2026-05 | 20 | 195.1% | 41.0% | $9.00 | $1.1K | -$59.1K | 2.31 |
| 2026-04 | 21 | 108.9% | 28.8% | $14.00 | -$22.9K | $307.6K | 3.94 |
| 2026-03 | 22 | 46.9% | 33.0% | $17.00 | $7.6K | $36.5K | 1.21 |
| 2026-02 | 19 | 48.6% | 34.9% | $17.00 | -$18.7K | $58.4K | 13.19 |
| 2026-01 | 20 | 46.2% | 33.6% | $13.00 | $2.5K | $134.5K | 0.75 |
This archive aggregates NFLY's daily end-of-day options snapshots into monthly summaries, spanning 2023-11 through 2026-06. 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 NFLY 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 (2026-06) shows an average ATM implied volatility near 121.6%, a month-end max-pain strike around $13.00, an average put/call ratio of 0.54.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Frequently asked NFLY history questions
- How much options history is available for NFLY?
- This archive holds 32 months of NFLY options analytics, spanning 2023-11 through 2026-06. Each entry is a monthly rollup of NFLY'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 NFLY archive.
- What data does each monthly NFLY aggregate contain?
- Every monthly row summarizes that month of NFLY 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, 2026-06 recorded an average ATM implied volatility near 121.6%, an average IV rank of 24.9%, a month-end max-pain strike around $13.00, an average put/call ratio of 0.54.
- How is the NFLY options-history archive built and how often does it update?
- The archive is derived from NFLY'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 NFLY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.