NexGen Energy Ltd. (NXE) Options History
Historical options analytics archive for NXE with monthly max pain, implied volatility, gamma exposure, and put/call data.
65 months of complete options data available.
NXE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NXE. 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 | 65.7% | 12.6% | $11.00 | -$274.8K | -$901.8K | 1.74 |
| 2026-05 | 20 | 67.1% | 14.4% | $11.00 | $824.4K | -$49.1M | 0.77 |
| 2026-04 | 21 | 66.4% | 14.0% | $11.00 | $1.7M | -$77.2M | 0.42 |
| 2026-03 | 22 | 74.7% | 22.6% | $11.00 | $1.2M | -$58.4M | 0.86 |
| 2026-02 | 19 | 80.9% | 29.0% | $9.00 | $2.2M | -$150.0M | 0.53 |
| 2026-01 | 20 | 70.0% | 18.3% | $10.00 | $4.0M | -$192.0M | 0.15 |
This archive aggregates NXE's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 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 NXE 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 65.7%, a month-end max-pain strike around $11.00, an average put/call ratio of 1.74.
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked NXE history questions
- How much options history is available for NXE?
- This archive holds 65 months of NXE options analytics, spanning 2021-02 through 2026-06. Each entry is a monthly rollup of NXE'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 NXE archive.
- What data does each monthly NXE aggregate contain?
- Every monthly row summarizes that month of NXE 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 65.7%, an average IV rank of 12.6%, a month-end max-pain strike around $11.00, an average put/call ratio of 1.74.
- How is the NXE options-history archive built and how often does it update?
- The archive is derived from NXE'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 NXE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.