Nasdaq-100 Micro Index (XND) Options History
Historical options analytics archive for XND with monthly max pain, implied volatility, gamma exposure, and put/call data.
18 months of complete options data available.
XND monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XND. 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 | 24.8% | 64.4% | $280.00 | -$7.6M | $25.6M | 1.29 |
| 2026-06 | 21 | 24.8% | 64.2% | $288.00 | $468.4K | -$35.5M | 1.21 |
| 2026-05 | 20 | 20.9% | 41.5% | $260.00 | $1.3M | -$60.1M | 1.64 |
| 2026-04 | 21 | 20.8% | 31.1% | $254.00 | $1.1M | -$35.2M | 2.90 |
| 2026-03 | 21 | 24.2% | 39.9% | $244.00 | -$4.5M | $23.1M | 2.84 |
| 2026-02 | 19 | 21.4% | 29.1% | $250.00 | -$2.3M | $14.0M | 1.97 |
This archive aggregates XND's daily end-of-day options snapshots into monthly summaries, spanning 2025-02 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 XND 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 24.8%, a month-end max-pain strike around $280.00, an average put/call ratio of 1.29.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked XND history questions
- How much options history is available for XND?
- This archive holds 18 months of XND options analytics, spanning 2025-02 through 2026-07. Each entry is a monthly rollup of XND'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 XND archive.
- What data does each monthly XND aggregate contain?
- Every monthly row summarizes that month of XND 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 24.8%, an average IV rank of 64.4%, a month-end max-pain strike around $280.00, an average put/call ratio of 1.29.
- How is the XND options-history archive built and how often does it update?
- The archive is derived from XND'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 XND's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.