Nextpower Inc. (NXT) Options History
Historical options analytics archive for NXT with monthly max pain, implied volatility, gamma exposure, and put/call data.
62 months of complete options data available.
NXT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NXT. 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 | 59.1% | 9.7% | $85.00 | $44.7K | -$251.5K | 0.78 |
| 2026-08 | 21 | 66.6% | 16.8% | $95.00 | -$823.5K | $19.1M | 2.04 |
| 2026-07 | 22 | 87.9% | 32.8% | $120.00 | -$696.4K | $33.9M | 1.68 |
| 2026-06 | 21 | 78.7% | 25.9% | $115.00 | $93.9K | -$49.1M | 1.04 |
| 2026-05 | 20 | 94.9% | 40.1% | $135.00 | $1.1M | -$161.0M | 0.84 |
| 2026-04 | 21 | 82.8% | 32.5% | $95.00 | $934.8K | -$113.4M | 0.77 |
This archive aggregates NXT's daily end-of-day options snapshots into monthly summaries, spanning 2007-04 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 NXT 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 59.1%, a month-end max-pain strike around $85.00, an average put/call ratio of 0.78.
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
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct
2007
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked NXT history questions
- How much options history is available for NXT?
- This archive holds 62 months of NXT options analytics, spanning 2007-04 through 2026-09. Each entry is a monthly rollup of NXT'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 NXT archive.
- What data does each monthly NXT aggregate contain?
- Every monthly row summarizes that month of NXT 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 59.1%, an average IV rank of 9.7%, a month-end max-pain strike around $85.00, an average put/call ratio of 0.78.
- How is the NXT options-history archive built and how often does it update?
- The archive is derived from NXT'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 NXT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.