Roundhill Investments - NVDA WeeklyPay ETF (NVDW) Options History
Historical options analytics archive for NVDW with monthly max pain, implied volatility, gamma exposure, and put/call data.
20 months of complete options data available.
NVDW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NVDW. 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 | 51.7% | 17.9% | $40.00 | -$9.8K | $409.6K | 1.58 |
| 2026-05 | 20 | 47.5% | 16.8% | $43.00 | $40.1K | -$171.8K | 0.53 |
| 2026-04 | 21 | 61.0% | 25.8% | $36.00 | $50.7K | -$512.4K | 0.78 |
| 2026-03 | 22 | 76.6% | 36.2% | $35.00 | $5.0K | $111.9K | 0.72 |
| 2026-02 | 19 | 55.9% | 22.4% | $40.00 | $19.2K | -$543 | 0.94 |
| 2026-01 | 20 | 70.0% | 35.6% | $42.00 | $54.1K | -$93.5K | 0.90 |
This archive aggregates NVDW's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 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 NVDW 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 51.7%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.58.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked NVDW history questions
- How much options history is available for NVDW?
- This archive holds 20 months of NVDW options analytics, spanning 2024-09 through 2026-06. Each entry is a monthly rollup of NVDW'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 NVDW archive.
- What data does each monthly NVDW aggregate contain?
- Every monthly row summarizes that month of NVDW 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 51.7%, an average IV rank of 17.9%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.58.
- How is the NVDW options-history archive built and how often does it update?
- The archive is derived from NVDW'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 NVDW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.