Nextdecade Corp (NEXT) Options History
Historical options analytics archive for NEXT with monthly max pain, implied volatility, gamma exposure, and put/call data.
60 months of complete options data available.
NEXT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NEXT. 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 | 66.5% | 49.1% | $7.00 | $702.7K | -$57.5M | 0.68 |
| 2026-05 | 20 | 70.4% | 51.2% | $7.00 | $981.6K | -$72.8M | 0.20 |
| 2026-04 | 21 | 76.9% | 48.4% | $7.00 | $1.3M | -$85.0M | 0.29 |
| 2026-03 | 22 | 73.5% | 30.6% | $6.00 | $1.1M | -$103.6M | 0.35 |
| 2026-02 | 19 | 70.1% | 27.2% | $6.00 | $371.7K | -$17.8M | 0.40 |
| 2026-01 | 20 | 67.5% | 24.6% | $6.00 | $613.2K | -$20.2M | 0.33 |
This archive aggregates NEXT's daily end-of-day options snapshots into monthly summaries, spanning 2021-07 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 NEXT 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 66.5%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.68.
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked NEXT history questions
- How much options history is available for NEXT?
- This archive holds 60 months of NEXT options analytics, spanning 2021-07 through 2026-06. Each entry is a monthly rollup of NEXT'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 NEXT archive.
- What data does each monthly NEXT aggregate contain?
- Every monthly row summarizes that month of NEXT 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 66.5%, an average IV rank of 49.1%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.68.
- How is the NEXT options-history archive built and how often does it update?
- The archive is derived from NEXT'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 NEXT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.