E-mini Nasdaq 100 Futures (December 2026) (/NQZ6) Options History
Historical options analytics archive for /NQZ6 with monthly max pain, implied volatility, gamma exposure, and put/call data.
5 months of complete options data available.
/NQZ6 monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for /NQZ6. 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 | 18.1% | - | $29900.00 | $1.41B | -$5.50B | 1.52 |
| 2026-08 | 21 | 19.4% | - | $29600.00 | -$14.6M | -$24.3M | 1.81 |
| 2026-07 | 22 | 24.4% | - | $29700.00 | $9.5M | -$90.5M | 1.40 |
| 2026-06 | 21 | 25.0% | - | $28500.00 | $48.2M | -$1.44B | 1.26 |
| 2026-05 | 14 | 22.7% | - | $31000.00 | $28.8M | -$857.8M | 0.77 |
This archive aggregates /NQZ6's daily end-of-day options snapshots into monthly summaries, spanning 2026-05 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 /NQZ6 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 18.1%, a month-end max-pain strike around $29900.00, an average put/call ratio of 1.52.
2026
Frequently asked NQZ6 history questions
- How much options history is available for NQZ6?
- This archive holds 5 months of NQZ6 options analytics, spanning 2026-05 through 2026-09. Each entry is a monthly rollup of NQZ6'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 NQZ6 archive.
- What data does each monthly NQZ6 aggregate contain?
- Every monthly row summarizes that month of NQZ6 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 18.1%, a month-end max-pain strike around $29900.00, an average put/call ratio of 1.52.
- How is the NQZ6 options-history archive built and how often does it update?
- The archive is derived from NQZ6'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 NQZ6's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.