Nuvation Bio Inc. (NUVB) Options History
Historical options analytics archive for NUVB with monthly max pain, implied volatility, gamma exposure, and put/call data.
63 months of complete options data available.
NUVB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NUVB. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 80.8% | 37.3% | $7.50 | $22.9K | -$2.2M | 0.39 |
| 2026-08 | 21 | 83.2% | 37.7% | $5.00 | $54.0K | -$3.5M | 0.51 |
| 2026-07 | 22 | 86.1% | 39.4% | $5.00 | $34.0K | -$4.1M | 0.10 |
| 2026-06 | 21 | 85.1% | 37.6% | $5.00 | $19.7K | -$2.5M | 0.19 |
| 2026-05 | 20 | 100.6% | 31.0% | $2.50 | $29.4K | -$726.4K | 0.86 |
| 2026-04 | 21 | 93.2% | 24.4% | $5.00 | $25.2K | -$208.7K | 0.34 |
This archive aggregates NUVB's daily end-of-day options snapshots into monthly summaries, spanning 2021-07 through 2026-09. 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 NUVB 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 (2026-09) shows an average ATM implied volatility near 80.8%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.39.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked NUVB history questions
- How much options history is available for NUVB?
- This archive holds 63 months of NUVB options analytics, spanning 2021-07 through 2026-09. Each entry is a monthly rollup of NUVB'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 NUVB archive.
- What data does each monthly NUVB aggregate contain?
- Every monthly row summarizes that month of NUVB 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, 2026-09 recorded an average ATM implied volatility near 80.8%, an average IV rank of 37.3%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.39.
- How is the NUVB options-history archive built and how often does it update?
- The archive is derived from NUVB'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 NUVB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.