Inclusion Criteria:

          -  Advanced (stage IIIB or IV) non-small cell lung cancer diagnosed by biopsy of the
             primary or metastatic site (American Joint Committee on Cancer 7.0)

          -  No known presence of known EGFR or EML4-ALK driver mutations in the tumor

          -  Started first-line systemic therapy of the investigator's choice within 12 weeks prior
             to registration, or planning to initiate first-line systemic therapy of the
             investigator's choice within 4 weeks after registration; no planned initiation of
             definitive (potentially curative) concurrent chemo-radiation

          -  No prior systemic therapy for advanced NSCLC, including chemotherapy, targeted therapy
             or immunotherapy (other than current treatment); prior palliative radiation permitted;
             prior adjuvant systemic therapy /radiation is permitted

          -  No more than 7 days of prior use of mixed opioid agonist/opioid antagonists or other
             opioid antagonists within 4 weeks before registration; patients should not receive
             such medications after registration and for the entire duration of study treatment

          -  No methadone within 4 weeks prior to registration

          -  Patients must have used opioid medication(s) for pain at some time in the 4 weeks
             prior to registration; current use of opioids (at the time of registration) and/or
             later during the course of the study is permitted but not required

          -  Expected survival > 3 months

          -  No concurrently active second invasive malignancies except non-melanoma skin cancer

          -  No history of gastrointestinal obstruction, or conditions that increase the risk of
             gastrointestinal obstruction, perforation, bleeding or impairment of the
             gastrointestinal wall; no abdominal surgery within 60 days of registration

          -  No acute gastrointestinal conditions, such as: obstruction, fecal impaction,
             obstipation, acute surgical abdomen, ongoing need for manual maneuvers to induce bowel
             movements (such as digital evacuation)

          -  No conditions that may compromise blood-brain barrier permeability (e.g., multiple
             sclerosis, recent brain trauma, Alzheimer's disease, or uncontrolled seizures)

               -  No symptomatic and untreated brain metastases; patients will be eligible for
                  study if radiation therapy for brain metastases was completed at least 7 days
                  prior to registration

               -  Patients having received stereotactic radiation will be eligible if the radiation
                  was completed at least 7 days prior to registration

               -  Patients having undergone surgical resection of brain metastases will be eligible
                  after they have healed and recovered from the surgical intervention sufficiently
                  to start systemic treatment for NSCLC, as determined by a neurosurgeon

               -  No known leptomeningeal carcinomatosis

          -  No history of myocardial infarction =< 6 months prior to registration; no current
             symptomatic congestive heart failure, uncontrolled angina, or uncontrolled cardiac
             arrhythmias

          -  No severe hepatic impairment (Child-Pugh class C) or acute liver disease

          -  No known serious or severe hypersensitivity reaction to naloxegol or any of its
             excipients

          -  No concurrent use of moderate/strong CYP3A4 inhibitors, or strong CYP3A4 inducers

          -  Not pregnant and not nursing, because this study involves an investigational agent
             whose genotoxic, mutagenic and teratogenic effects on the developing fetus and newborn
             are unknown; therefore, for women of childbearing potential only, a negative pregnancy
             test done =< 7 days prior to registration is required; a female of childbearing
             potential is a sexually mature female who: 1) has not undergone a hysterectomy or
             bilateral oophorectomy; or 2) has not been naturally postmenopausal for at least 12
             consecutive months (i.e., has had menses at any time in the preceding 12 consecutive
             months)

          -  Eastern Cooperative Oncology Group (ECOG) performance status 0-2

          -  Absolute neutrophil count (ANC) >= 1,500/mm^3

          -  Platelet count >= 100,000/mm^3

          -  Calculated (calc.) creatinine clearance >= 60 mL/min calculated using the
             Cockcroft-Gault formula

          -  Total bilirubin =< 1.2 x upper limit of normal (ULN) unless due to Gilbert's disease

          -  Aspartate aminotransferase (AST) and alanine aminotransferase (ALT) =< 2.5 x upper
             limit of normal (ULN)