NexPoint Diversified Real Estate Trust (NXDT) Options History
Historical options analytics archive for NXDT with monthly max pain, implied volatility, gamma exposure, and put/call data.
40 months of complete options data available.
NXDT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NXDT. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 93.9% | 23.6% | - | $24.6K | -$1.1M | 0.00 |
| 2026-08 | 21 | 69.2% | 15.6% | $5.00 | $7.3K | -$298.0K | 0.03 |
| 2026-07 | 22 | 72.1% | 16.6% | $5.00 | $5.1K | -$75.6K | 0.02 |
| 2026-06 | 21 | 110.9% | 45.9% | $5.00 | $3.2K | -$84.7K | 0.63 |
| 2026-05 | 20 | 60.7% | 21.5% | $5.00 | $4.0K | -$128.3K | 0.19 |
| 2026-04 | 21 | 73.5% | 27.9% | $2.50 | $5.6K | -$184.3K | 0.14 |
This archive aggregates NXDT's daily end-of-day options snapshots into monthly summaries, spanning 2023-06 through 2026-09. 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 NXDT 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 (2026-09) shows an average ATM implied volatility near 93.9%, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked NXDT history questions
- How much options history is available for NXDT?
- This archive holds 40 months of NXDT options analytics, spanning 2023-06 through 2026-09. Each entry is a monthly rollup of NXDT'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 NXDT archive.
- What data does each monthly NXDT aggregate contain?
- Every monthly row summarizes that month of NXDT 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, 2026-09 recorded an average ATM implied volatility near 93.9%, an average IV rank of 23.6%, an average put/call ratio of 0.00.
- How is the NXDT options-history archive built and how often does it update?
- The archive is derived from NXDT'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 NXDT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.