New Era Energy & Digital, Inc. (NUAI) Options History
Historical options analytics archive for NUAI with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
NUAI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NUAI. 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 | 151.2% | 30.5% | $5.00 | $453.5K | -$76.3M | 0.33 |
| 2026-05 | 20 | 143.4% | 24.6% | $4.50 | $379.4K | -$49.3M | 0.45 |
| 2026-04 | 21 | 135.1% | - | $4.00 | $211.1K | -$26.1M | 0.72 |
| 2026-03 | 22 | 149.8% | - | $5.00 | $203.9K | -$22.6M | 0.26 |
| 2026-02 | 19 | 190.3% | - | $5.00 | $84.6K | -$26.0M | 0.38 |
| 2026-01 | 20 | 206.8% | - | $5.00 | $90.8K | -$44.8M | 0.41 |
This archive aggregates NUAI's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 NUAI 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 151.2%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.33.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked NUAI history questions
- How much options history is available for NUAI?
- This archive holds 8 months of NUAI options analytics, spanning 2025-11 through 2026-06. Each entry is a monthly rollup of NUAI'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 NUAI archive.
- What data does each monthly NUAI aggregate contain?
- Every monthly row summarizes that month of NUAI 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 151.2%, an average IV rank of 30.5%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.33.
- How is the NUAI options-history archive built and how often does it update?
- The archive is derived from NUAI'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 NUAI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.