Nutanix, Inc. (NTNX) Options History
Historical options analytics archive for NTNX with monthly max pain, implied volatility, gamma exposure, and put/call data.
117 months of complete options data available.
NTNX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NTNX. 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 | 51.3% | 37.9% | $47.50 | $2.1M | -$57.8M | 0.46 |
| 2026-05 | 20 | 64.1% | 62.3% | $42.50 | $3.0M | -$89.5M | 0.22 |
| 2026-04 | 21 | 54.4% | 43.8% | $35.00 | $666.8K | -$7.8M | 0.41 |
| 2026-03 | 22 | 54.2% | 43.5% | $40.00 | $964.2K | $2.8M | 0.17 |
| 2026-02 | 19 | 64.3% | 62.9% | $40.00 | $1.7M | -$7.1M | 0.55 |
| 2026-01 | 20 | 40.4% | 21.0% | $42.50 | $569.7K | $2.4M | 0.59 |
This archive aggregates NTNX's daily end-of-day options snapshots into monthly summaries, spanning 2016-10 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 NTNX 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 51.3%, a month-end max-pain strike around $47.50, an average put/call ratio of 0.46.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Frequently asked NTNX history questions
- How much options history is available for NTNX?
- This archive holds 117 months of NTNX options analytics, spanning 2016-10 through 2026-06. Each entry is a monthly rollup of NTNX'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 NTNX archive.
- What data does each monthly NTNX aggregate contain?
- Every monthly row summarizes that month of NTNX 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 51.3%, an average IV rank of 37.9%, a month-end max-pain strike around $47.50, an average put/call ratio of 0.46.
- How is the NTNX options-history archive built and how often does it update?
- The archive is derived from NTNX'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 NTNX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.