T-REX 2X Inverse NVIDIA Daily Target ETF (NVDQ) Options History
Historical options analytics archive for NVDQ with monthly max pain, implied volatility, gamma exposure, and put/call data.
90 months of complete options data available.
NVDQ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NVDQ. 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 | 81.8% | 12.6% | $15.00 | $2.5K | -$41.3K | 1.44 |
| 2026-05 | 20 | 94.1% | 17.2% | $18.00 | $6.0K | $30.3K | 1.21 |
| 2026-04 | 21 | 73.4% | 13.7% | $13.00 | $6.0K | -$6.5K | 1.45 |
| 2026-03 | 22 | 85.6% | 19.7% | $19.00 | $9.9K | -$462.0K | 0.68 |
| 2026-02 | 19 | 96.9% | 25.9% | $15.00 | $6.2K | -$259.3K | 1.41 |
| 2026-01 | 20 | 81.5% | 17.4% | $29.00 | $2.5K | $99.0K | 1.01 |
This archive aggregates NVDQ's daily end-of-day options snapshots into monthly summaries, spanning 2012-12 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 NVDQ 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 81.8%, a month-end max-pain strike around $15.00, an average put/call ratio of 1.44.
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
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Frequently asked NVDQ history questions
- How much options history is available for NVDQ?
- This archive holds 90 months of NVDQ options analytics, spanning 2012-12 through 2026-06. Each entry is a monthly rollup of NVDQ'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 NVDQ archive.
- What data does each monthly NVDQ aggregate contain?
- Every monthly row summarizes that month of NVDQ 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 81.8%, an average IV rank of 12.6%, a month-end max-pain strike around $15.00, an average put/call ratio of 1.44.
- How is the NVDQ options-history archive built and how often does it update?
- The archive is derived from NVDQ'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 NVDQ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.