N-able, Inc. (NABL) Options History
Historical options analytics archive for NABL with monthly max pain, implied volatility, gamma exposure, and put/call data.
59 months of complete options data available.
NABL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NABL. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 98.2% | 19.7% | $5.00 | $18.5K | -$1.8M | 0.10 |
| 2026-05 | 20 | 116.4% | 26.8% | $5.00 | $2.1K | -$31.9K | 2.09 |
| 2026-04 | 21 | 86.3% | 49.7% | $5.00 | -$458 | $36.6K | 0.42 |
| 2026-03 | 22 | 52.0% | 20.6% | $5.00 | $317 | $58.9K | 0.17 |
| 2026-02 | 19 | 78.7% | 37.9% | $5.00 | -$1.6K | $134.0K | 5.43 |
| 2026-01 | 20 | 68.6% | 31.0% | $5.00 | -$104 | $35.5K | 2.34 |
This archive aggregates NABL's daily end-of-day options snapshots into monthly summaries, spanning 2021-08 through 2026-06. 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 NABL 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 (2026-06) shows an average ATM implied volatility near 98.2%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.10.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Frequently asked NABL history questions
- How much options history is available for NABL?
- This archive holds 59 months of NABL options analytics, spanning 2021-08 through 2026-06. Each entry is a monthly rollup of NABL'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 NABL archive.
- What data does each monthly NABL aggregate contain?
- Every monthly row summarizes that month of NABL 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, 2026-06 recorded an average ATM implied volatility near 98.2%, an average IV rank of 19.7%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.10.
- How is the NABL options-history archive built and how often does it update?
- The archive is derived from NABL'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 NABL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.