Tradr 1.5X Short NVDA Daily ETF (NVDS) Options History
Historical options analytics archive for NVDS with monthly max pain, implied volatility, gamma exposure, and put/call data.
47 months of complete options data available.
NVDS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NVDS. 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 | 60.9% | 36.8% | $19.00 | $21.7K | -$703.0K | 0.20 |
| 2026-05 | 20 | 61.1% | 36.2% | $16.00 | $20.9K | -$455.7K | 0.10 |
| 2026-04 | 21 | 54.2% | 23.3% | $24.00 | $22.4K | -$648.7K | 0.18 |
| 2026-03 | 22 | 64.6% | 26.2% | $27.00 | $83.8K | -$2.1M | 0.62 |
| 2026-02 | 19 | 71.8% | 32.0% | $24.00 | $18.4K | -$587.4K | 0.12 |
| 2026-01 | 20 | 63.2% | 25.0% | $27.00 | $6.1K | -$161.7K | 0.08 |
This archive aggregates NVDS's daily end-of-day options snapshots into monthly summaries, spanning 2022-08 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 NVDS 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 60.9%, a month-end max-pain strike around $19.00, an average put/call ratio of 0.20.
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
Frequently asked NVDS history questions
- How much options history is available for NVDS?
- This archive holds 47 months of NVDS options analytics, spanning 2022-08 through 2026-06. Each entry is a monthly rollup of NVDS'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 NVDS archive.
- What data does each monthly NVDS aggregate contain?
- Every monthly row summarizes that month of NVDS 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 60.9%, an average IV rank of 36.8%, a month-end max-pain strike around $19.00, an average put/call ratio of 0.20.
- How is the NVDS options-history archive built and how often does it update?
- The archive is derived from NVDS'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 NVDS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.