Nomad Foods Limited (NOMD) Options History
Historical options analytics archive for NOMD with monthly max pain, implied volatility, gamma exposure, and put/call data.
113 months of complete options data available.
NOMD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NOMD. 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 | 137.0% | 30.2% | $10.00 | $26.0K | -$1.4M | 0.93 |
| 2026-05 | 20 | 63.4% | 15.9% | $10.00 | $12.5K | -$784.6K | 2.89 |
| 2026-04 | 21 | 50.2% | 18.8% | $10.00 | $32.9K | -$197.7K | 3.03 |
| 2026-03 | 22 | 35.0% | 18.0% | $10.00 | $16.6K | -$77.2K | 2.16 |
| 2026-02 | 19 | 33.9% | 19.1% | $12.50 | $27.5K | -$805.2K | 1.15 |
| 2026-01 | 20 | 26.0% | 11.5% | $12.50 | $46.8K | -$2.8M | 0.32 |
This archive aggregates NOMD's daily end-of-day options snapshots into monthly summaries, spanning 2017-02 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 NOMD 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 137.0%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.93.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
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2018
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2017
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked NOMD history questions
- How much options history is available for NOMD?
- This archive holds 113 months of NOMD options analytics, spanning 2017-02 through 2026-06. Each entry is a monthly rollup of NOMD'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 NOMD archive.
- What data does each monthly NOMD aggregate contain?
- Every monthly row summarizes that month of NOMD 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 137.0%, an average IV rank of 30.2%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.93.
- How is the NOMD options-history archive built and how often does it update?
- The archive is derived from NOMD'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 NOMD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.