EnPro Industries, Inc. (NPO) Options History
Historical options analytics archive for NPO with monthly max pain, implied volatility, gamma exposure, and put/call data.
223 months of complete options data available.
NPO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NPO. 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 | 39.3% | 27.8% | $290.00 | -$509.7K | $1.1M | 2.77 |
| 2026-08 | 21 | 42.9% | 45.3% | $300.00 | $50.4K | $829.5K | 7.46 |
| 2026-07 | 22 | 49.9% | 65.0% | $330.00 | $663.5K | -$18.9M | 9.00 |
| 2026-06 | 21 | 40.7% | 39.2% | $370.00 | -$328.9K | -$46.6M | 85.79 |
| 2026-05 | 20 | 43.3% | 45.4% | $260.00 | -$646.1K | -$30.1M | 119.31 |
| 2026-04 | 21 | 51.1% | 55.3% | $280.00 | -$331.4K | -$18.7M | 41.58 |
This archive aggregates NPO's daily end-of-day options snapshots into monthly summaries, spanning 2008-03 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 NPO 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 39.3%, a month-end max-pain strike around $290.00, an average put/call ratio of 2.77.
2026
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2025
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2024
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2023
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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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Frequently asked NPO history questions
- How much options history is available for NPO?
- This archive holds 223 months of NPO options analytics, spanning 2008-03 through 2026-09. Each entry is a monthly rollup of NPO'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 NPO archive.
- What data does each monthly NPO aggregate contain?
- Every monthly row summarizes that month of NPO 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 39.3%, an average IV rank of 27.8%, a month-end max-pain strike around $290.00, an average put/call ratio of 2.77.
- How is the NPO options-history archive built and how often does it update?
- The archive is derived from NPO'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 NPO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.