National Research Corporation (NRC) Options History
Historical options analytics archive for NRC with monthly max pain, implied volatility, gamma exposure, and put/call data.
48 months of complete options data available.
NRC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NRC. 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 | 32.9% | 4.1% | $17.50 | $6.9K | -$207.1K | 2.76 |
| 2026-05 | 20 | 141.3% | 25.4% | $17.50 | $19.1K | -$361.8K | 6.45 |
| 2026-04 | 21 | 72.3% | 25.4% | $10.00 | $7.2K | -$169.4K | 1.73 |
| 2026-03 | 22 | 51.6% | 17.9% | $15.00 | $14.1K | -$326.9K | 2.42 |
| 2026-02 | 19 | 52.8% | 18.6% | $15.00 | $5.2K | -$77.0K | 2.28 |
| 2026-01 | 20 | 44.3% | 13.9% | $17.50 | $24.9K | -$886.9K | 0.00 |
This archive aggregates NRC's daily end-of-day options snapshots into monthly summaries, spanning 2022-07 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 NRC 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 32.9%, a month-end max-pain strike around $17.50, an average put/call ratio of 2.76.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked NRC history questions
- How much options history is available for NRC?
- This archive holds 48 months of NRC options analytics, spanning 2022-07 through 2026-06. Each entry is a monthly rollup of NRC'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 NRC archive.
- What data does each monthly NRC aggregate contain?
- Every monthly row summarizes that month of NRC 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 32.9%, an average IV rank of 4.1%, a month-end max-pain strike around $17.50, an average put/call ratio of 2.76.
- How is the NRC options-history archive built and how often does it update?
- The archive is derived from NRC'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 NRC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.