Nurix Therapeutics, Inc. (NRIX) Options History
Historical options analytics archive for NRIX with monthly max pain, implied volatility, gamma exposure, and put/call data.
63 months of complete options data available.
NRIX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NRIX. 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 | 129.7% | 20.0% | $15.00 | $49.7K | -$6.8M | 1.13 |
| 2026-05 | 20 | 142.4% | 22.8% | $15.00 | $18.6K | -$1.5M | 2.27 |
| 2026-04 | 21 | 145.4% | 23.4% | $16.00 | $6.9K | -$705.9K | 2.07 |
| 2026-03 | 22 | 141.4% | 25.1% | $5.00 | $26.8K | -$2.6M | 0.57 |
| 2026-02 | 19 | 135.5% | 23.9% | $14.00 | $26.3K | -$1.9M | 0.61 |
| 2026-01 | 20 | 147.6% | 29.1% | $17.00 | $11.6K | -$1.8M | 11.76 |
This archive aggregates NRIX's daily end-of-day options snapshots into monthly summaries, spanning 2021-04 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 NRIX 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 129.7%, a month-end max-pain strike around $15.00, an average put/call ratio of 1.13.
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked NRIX history questions
- How much options history is available for NRIX?
- This archive holds 63 months of NRIX options analytics, spanning 2021-04 through 2026-06. Each entry is a monthly rollup of NRIX'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 NRIX archive.
- What data does each monthly NRIX aggregate contain?
- Every monthly row summarizes that month of NRIX 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 129.7%, an average IV rank of 20.0%, a month-end max-pain strike around $15.00, an average put/call ratio of 1.13.
- How is the NRIX options-history archive built and how often does it update?
- The archive is derived from NRIX'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 NRIX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.