Nasdaq-100 Index (NDX) Options History
Historical options analytics archive for NDX with monthly max pain, implied volatility, gamma exposure, and put/call data.
237 months of complete options data available.
NDX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NDX. 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 | 17.9% | 27.5% | $29800.00 | $4.23B | -$37.44B | 1.06 |
| 2026-08 | 21 | 19.1% | 35.3% | $28125.00 | -$932.0M | -$18.13B | 1.02 |
| 2026-07 | 22 | 24.4% | 69.5% | $28900.00 | $1.96B | -$1.62B | 1.12 |
| 2026-06 | 21 | 24.5% | 70.6% | $29000.00 | $5.36B | -$56.65B | 1.15 |
| 2026-05 | 20 | 20.7% | 45.6% | $28500.00 | $4.64B | -$86.23B | 1.15 |
| 2026-04 | 21 | 20.7% | 32.9% | $26100.00 | $6.16B | -$62.97B | 1.09 |
This archive aggregates NDX's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 NDX 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 17.9%, a month-end max-pain strike around $29800.00, an average put/call ratio of 1.06.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked NDX history questions
- How much options history is available for NDX?
- This archive holds 237 months of NDX options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of NDX'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 NDX archive.
- What data does each monthly NDX aggregate contain?
- Every monthly row summarizes that month of NDX 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 17.9%, an average IV rank of 27.5%, a month-end max-pain strike around $29800.00, an average put/call ratio of 1.06.
- How is the NDX options-history archive built and how often does it update?
- The archive is derived from NDX'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 NDX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.