NerdWallet, Inc. (NRDS) Options History
Historical options analytics archive for NRDS with monthly max pain, implied volatility, gamma exposure, and put/call data.
56 months of complete options data available.
NRDS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NRDS. 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 | 89.6% | 18.4% | $7.50 | $12.0K | -$234.1K | 0.63 |
| 2026-05 | 20 | 169.3% | 33.1% | $5.00 | $3.2K | $5.0K | 1.30 |
| 2026-04 | 21 | 139.0% | 25.6% | $10.00 | -$3.9K | -$125.0K | 2.48 |
| 2026-03 | 22 | 144.1% | 46.7% | $10.00 | -$23.2K | $441.4K | 3.65 |
| 2026-02 | 19 | 84.0% | 54.7% | $10.00 | $71.1K | -$2.1M | 0.82 |
| 2026-01 | 20 | 67.1% | 39.3% | $12.50 | $53.8K | -$1.4M | 0.67 |
This archive aggregates NRDS's daily end-of-day options snapshots into monthly summaries, spanning 2021-11 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 NRDS 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 89.6%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.63.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Frequently asked NRDS history questions
- How much options history is available for NRDS?
- This archive holds 56 months of NRDS options analytics, spanning 2021-11 through 2026-06. Each entry is a monthly rollup of NRDS'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 NRDS archive.
- What data does each monthly NRDS aggregate contain?
- Every monthly row summarizes that month of NRDS 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 89.6%, an average IV rank of 18.4%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.63.
- How is the NRDS options-history archive built and how often does it update?
- The archive is derived from NRDS'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 NRDS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.