GraniteShares 2x Long NVDA Daily ETF (NVDL) Options History
Historical options analytics archive for NVDL with monthly max pain, implied volatility, gamma exposure, and put/call data.
33 months of complete options data available.
NVDL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NVDL. 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 | 76.4% | 34.4% | $32.67 | $1.7M | -$229.0M | 0.60 |
| 2026-05 | 20 | 86.1% | 54.3% | $102.00 | $10.4M | -$595.3M | 0.64 |
| 2026-04 | 21 | 73.9% | 25.1% | $85.00 | $3.3M | -$453.7M | 0.61 |
| 2026-03 | 22 | 77.5% | 21.4% | $78.00 | $2.4M | -$168.6M | 0.59 |
| 2026-02 | 19 | 95.1% | 41.8% | $82.00 | -$1.6M | -$121.7M | 0.67 |
| 2026-01 | 20 | 75.1% | 17.2% | $87.50 | $13.5M | -$472.3M | 0.76 |
This archive aggregates NVDL's daily end-of-day options snapshots into monthly summaries, spanning 2023-10 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 NVDL 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 76.4%, a month-end max-pain strike around $32.67, an average put/call ratio of 0.60.
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 NVDL history questions
- How much options history is available for NVDL?
- This archive holds 33 months of NVDL options analytics, spanning 2023-10 through 2026-06. Each entry is a monthly rollup of NVDL'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 NVDL archive.
- What data does each monthly NVDL aggregate contain?
- Every monthly row summarizes that month of NVDL 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 76.4%, an average IV rank of 34.4%, a month-end max-pain strike around $32.67, an average put/call ratio of 0.60.
- How is the NVDL options-history archive built and how often does it update?
- The archive is derived from NVDL'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 NVDL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.