Nasdaq-100 Index (NDX) Options History
Historical options analytics archive for NDX with monthly max pain, implied volatility, gamma exposure, and put/call data.
235 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 24.5% | 69.0% | $28900.00 | $1.96B | -$1.62B | 1.12 |
| 2026-06 | 21 | 24.8% | 70.4% | $29000.00 | $5.33B | -$55.85B | 1.15 |
| 2026-05 | 20 | 20.8% | 45.2% | $28500.00 | $4.61B | -$85.30B | 1.15 |
| 2026-04 | 21 | 21.0% | 33.2% | $26100.00 | $6.13B | -$62.44B | 1.09 |
| 2026-03 | 22 | 24.3% | 37.5% | $24000.00 | $492.3M | $10.50B | 1.12 |
| 2026-02 | 19 | 21.2% | 26.5% | $25675.00 | -$1.43B | $8.58B | 1.06 |
This archive aggregates NDX's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-07. 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 (2026-07) shows an average ATM implied volatility near 24.5%, a month-end max-pain strike around $28900.00, an average put/call ratio of 1.12.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
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2021
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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 235 months of NDX options analytics, spanning 2007-01 through 2026-07. 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, 2026-07 recorded an average ATM implied volatility near 24.5%, an average IV rank of 69.0%, a month-end max-pain strike around $28900.00, an average put/call ratio of 1.12.
- 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.