Terra Innovatum Global N.V. Ordinary shares (NKLR) Options History
Historical options analytics archive for NKLR with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
NKLR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NKLR. 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 | 107.0% | 44.3% | $5.00 | -$10.8K | -$49.5K | 0.73 |
| 2026-05 | 20 | 110.1% | 51.7% | $5.00 | $58.4K | -$5.8M | 1.17 |
| 2026-04 | 21 | 138.8% | - | $7.50 | $56.3K | -$5.0M | 0.52 |
| 2026-03 | 22 | 146.9% | - | $5.00 | $19.6K | -$1.7M | 0.91 |
| 2026-02 | 19 | 143.0% | - | $7.50 | $26.7K | -$1.4M | 0.56 |
| 2026-01 | 20 | 148.5% | - | $5.00 | $32.6K | -$2.1M | 0.28 |
This archive aggregates NKLR's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 NKLR 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 107.0%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.73.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked NKLR history questions
- How much options history is available for NKLR?
- This archive holds 8 months of NKLR options analytics, spanning 2025-11 through 2026-06. Each entry is a monthly rollup of NKLR'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 NKLR archive.
- What data does each monthly NKLR aggregate contain?
- Every monthly row summarizes that month of NKLR 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 107.0%, an average IV rank of 44.3%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.73.
- How is the NKLR options-history archive built and how often does it update?
- The archive is derived from NKLR'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 NKLR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.