NextNav Inc. (NN) Options History
Historical options analytics archive for NN with monthly max pain, implied volatility, gamma exposure, and put/call data.
35 months of complete options data available.
NN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NN. 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 | 114.4% | 63.9% | $16.00 | $2.2M | -$111.1M | 0.19 |
| 2026-06 | 21 | 113.3% | 62.5% | $18.00 | $3.0M | -$185.6M | 0.15 |
| 2026-05 | 20 | 96.0% | 39.1% | $21.00 | $4.9M | -$318.5M | 0.38 |
| 2026-04 | 21 | 111.3% | 60.2% | $17.00 | $6.1M | -$272.4M | 0.21 |
| 2026-03 | 22 | 100.5% | 44.5% | $16.50 | $2.2M | -$141.5M | 0.19 |
| 2026-02 | 19 | 120.5% | 67.6% | $11.00 | $1.9M | -$150.7M | 0.21 |
This archive aggregates NN's daily end-of-day options snapshots into monthly summaries, spanning 2023-09 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 NN 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 114.4%, a month-end max-pain strike around $16.00, an average put/call ratio of 0.19.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Frequently asked NN history questions
- How much options history is available for NN?
- This archive holds 35 months of NN options analytics, spanning 2023-09 through 2026-07. Each entry is a monthly rollup of NN'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 NN archive.
- What data does each monthly NN aggregate contain?
- Every monthly row summarizes that month of NN 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 114.4%, an average IV rank of 63.9%, a month-end max-pain strike around $16.00, an average put/call ratio of 0.19.
- How is the NN options-history archive built and how often does it update?
- The archive is derived from NN'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 NN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.