Neptune Insurance Holdings Inc. (NP) Options History
Historical options analytics archive for NP with monthly max pain, implied volatility, gamma exposure, and put/call data.
186 months of complete options data available.
NP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NP. 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 |
|---|---|---|---|---|---|---|---|
| 2022-06 | 21 | 79.0% | 28.1% | $40.00 | -$2.6K | $109.8K | 0.36 |
| 2022-05 | 21 | 80.4% | 28.9% | - | -$1.3K | $37.6K | 0.70 |
| 2022-04 | 20 | 72.6% | 29.1% | $40.00 | -$7.5K | $180.6K | 0.94 |
| 2022-03 | 23 | 67.7% | 30.5% | $35.00 | -$8.2K | $139.2K | 2.26 |
| 2022-02 | 19 | 60.5% | 24.9% | $40.00 | -$4.6K | $134.1K | 1.88 |
| 2022-01 | 20 | 61.2% | 27.0% | $50.00 | $121 | $15.2K | 2.13 |
This archive aggregates NP's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2022-06. 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 NP 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 (2022-06) shows an average ATM implied volatility near 79.0%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.36.
2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked NP history questions
- How much options history is available for NP?
- This archive holds 186 months of NP options analytics, spanning 2007-01 through 2022-06. Each entry is a monthly rollup of NP'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 NP archive.
- What data does each monthly NP aggregate contain?
- Every monthly row summarizes that month of NP 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, 2022-06 recorded an average ATM implied volatility near 79.0%, an average IV rank of 28.1%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.36.
- How is the NP options-history archive built and how often does it update?
- The archive is derived from NP'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 NP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.