GraniteShares YieldBOOST NVDA ETF (NVYY) Options History
Historical options analytics archive for NVYY with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
NVYY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NVYY. 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 | 71.0% | 32.2% | $14.00 | -$1.1K | $63.4K | 0.38 |
| 2026-05 | 20 | 98.8% | 37.6% | $13.00 | -$984 | $48.5K | 1.46 |
| 2026-04 | 21 | 115.2% | - | $20.00 | $35 | $32.3K | 3.46 |
| 2026-03 | 22 | 88.1% | - | $15.00 | $1.3K | -$65.5K | 2.74 |
| 2026-02 | 19 | 77.6% | - | $18.00 | $6.1K | -$218.5K | 1.83 |
| 2026-01 | 20 | 70.7% | - | $20.00 | $1.7K | -$125.2K | 0.59 |
This archive aggregates NVYY's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 NVYY 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 71.0%, a month-end max-pain strike around $14.00, an average put/call ratio of 0.38.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked NVYY history questions
- How much options history is available for NVYY?
- This archive holds 8 months of NVYY options analytics, spanning 2025-11 through 2026-06. Each entry is a monthly rollup of NVYY'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 NVYY archive.
- What data does each monthly NVYY aggregate contain?
- Every monthly row summarizes that month of NVYY 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 71.0%, an average IV rank of 32.2%, a month-end max-pain strike around $14.00, an average put/call ratio of 0.38.
- How is the NVYY options-history archive built and how often does it update?
- The archive is derived from NVYY'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 NVYY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.