WTI Crude Oil Futures (November 2026) (/CLX6) Options History
Historical options analytics archive for /CLX6 with monthly max pain, implied volatility, gamma exposure, and put/call data.
5 months of complete options data available.
/CLX6 monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for /CLX6. 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 | 51.2% | - | $88.00 | -$62.3M | -$1.13B | 1.18 |
| 2026-08 | 21 | 38.5% | - | $81.00 | $27.6M | -$1.63B | 1.07 |
| 2026-07 | 22 | 46.5% | - | $77.00 | -$6.6M | -$593.5M | 1.11 |
| 2026-06 | 21 | 41.6% | - | $76.00 | -$31.4M | $765.9M | 1.70 |
| 2026-05 | 14 | 47.1% | - | $76.00 | -$3.6M | -$263.4M | 0.87 |
This archive aggregates /CLX6's daily end-of-day options snapshots into monthly summaries, spanning 2026-05 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 /CLX6 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 51.2%, a month-end max-pain strike around $88.00, an average put/call ratio of 1.18.
2026
Frequently asked CLX6 history questions
- How much options history is available for CLX6?
- This archive holds 5 months of CLX6 options analytics, spanning 2026-05 through 2026-09. Each entry is a monthly rollup of CLX6'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 CLX6 archive.
- What data does each monthly CLX6 aggregate contain?
- Every monthly row summarizes that month of CLX6 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 51.2%, a month-end max-pain strike around $88.00, an average put/call ratio of 1.18.
- How is the CLX6 options-history archive built and how often does it update?
- The archive is derived from CLX6'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 CLX6's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.