New Fortress Energy Inc. (NFE) Options History
Historical options analytics archive for NFE with monthly max pain, implied volatility, gamma exposure, and put/call data.
74 months of complete options data available.
NFE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NFE. 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 | 83.2% | 13.9% | $0.50 | $3.3K | -$44.9M | 2.49 |
| 2026-08 | 21 | 30.3% | 1.9% | $1.00 | -$2.9K | $1.4M | 0.55 |
| 2026-07 | 22 | 77.8% | 12.1% | $0.50 | -$3.5K | $1.0M | 0.87 |
| 2026-06 | 21 | 55.7% | 8.1% | $0.50 | -$3.6K | $1.1M | 1.81 |
| 2026-05 | 20 | 102.0% | 23.4% | $1.00 | -$6.7K | $1.7M | 0.52 |
| 2026-04 | 21 | 30.0% | 2.6% | $1.00 | -$8.5K | $2.7M | 0.98 |
This archive aggregates NFE's daily end-of-day options snapshots into monthly summaries, spanning 2020-08 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 NFE 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 83.2%, a month-end max-pain strike around $0.50, an average put/call ratio of 2.49.
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
Frequently asked NFE history questions
- How much options history is available for NFE?
- This archive holds 74 months of NFE options analytics, spanning 2020-08 through 2026-09. Each entry is a monthly rollup of NFE'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 NFE archive.
- What data does each monthly NFE aggregate contain?
- Every monthly row summarizes that month of NFE 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 83.2%, an average IV rank of 13.9%, a month-end max-pain strike around $0.50, an average put/call ratio of 2.49.
- How is the NFE options-history archive built and how often does it update?
- The archive is derived from NFE'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 NFE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.