VanEck Uranium and Nuclear ETF (NLR) Options History
Historical options analytics archive for NLR with monthly max pain, implied volatility, gamma exposure, and put/call data.
104 months of complete options data available.
NLR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NLR. 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 | 41.1% | 42.1% | $126.00 | -$746.1K | $27.2M | 3.56 |
| 2026-05 | 20 | 38.4% | 34.7% | $129.00 | -$1.1M | $9.1M | 2.11 |
| 2026-04 | 21 | 40.3% | 40.1% | $143.00 | -$527.0K | -$3.9M | 1.30 |
| 2026-03 | 22 | 47.1% | 59.3% | $140.00 | -$962.1K | $8.1M | 1.60 |
| 2026-02 | 19 | 48.1% | 62.3% | $135.00 | $181.6K | -$23.4M | 4.68 |
| 2026-01 | 20 | 39.6% | 36.7% | $146.00 | $284.5K | -$27.0M | 1.48 |
This archive aggregates NLR's daily end-of-day options snapshots into monthly summaries, spanning 2008-08 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 NLR 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 41.1%, a month-end max-pain strike around $126.00, an average put/call ratio of 3.56.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug
2011
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Frequently asked NLR history questions
- How much options history is available for NLR?
- This archive holds 104 months of NLR options analytics, spanning 2008-08 through 2026-06. Each entry is a monthly rollup of NLR'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 NLR archive.
- What data does each monthly NLR aggregate contain?
- Every monthly row summarizes that month of NLR 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 41.1%, an average IV rank of 42.1%, a month-end max-pain strike around $126.00, an average put/call ratio of 3.56.
- How is the NLR options-history archive built and how often does it update?
- The archive is derived from NLR'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 NLR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.