NET Power Inc. (NPWR) Options History
Historical options analytics archive for NPWR with monthly max pain, implied volatility, gamma exposure, and put/call data.
32 months of complete options data available.
NPWR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NPWR. 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 | 30.3% | 2.1% | $2.50 | $13.7K | -$1.5M | 0.24 |
| 2026-05 | 20 | 126.1% | 21.3% | $2.50 | $23.4K | -$1.8M | 0.13 |
| 2026-04 | 21 | 270.8% | 50.7% | $1.50 | $12.5K | -$1.0M | 0.30 |
| 2026-03 | 22 | 171.8% | 41.2% | $2.00 | $8.0K | -$727.4K | 2.70 |
| 2026-02 | 19 | 173.6% | 50.5% | $2.00 | $7.0K | -$723.8K | 1.69 |
| 2026-01 | 20 | 130.7% | 24.7% | $2.50 | $7.8K | -$1.4M | 0.38 |
This archive aggregates NPWR's daily end-of-day options snapshots into monthly summaries, spanning 2023-11 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 NPWR 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 30.3%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.24.
2026
Jan | Feb | Mar | Apr | May | Jun
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 NPWR history questions
- How much options history is available for NPWR?
- This archive holds 32 months of NPWR options analytics, spanning 2023-11 through 2026-06. Each entry is a monthly rollup of NPWR'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 NPWR archive.
- What data does each monthly NPWR aggregate contain?
- Every monthly row summarizes that month of NPWR 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 30.3%, an average IV rank of 2.1%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.24.
- How is the NPWR options-history archive built and how often does it update?
- The archive is derived from NPWR'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 NPWR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.