AAON, Inc. (AAON) Options History
Historical options analytics archive for AAON with monthly max pain, implied volatility, gamma exposure, and put/call data.
167 months of complete options data available.
AAON monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AAON. 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 | 67.9% | 31.9% | $120.00 | $397.0K | -$21.5M | 0.62 |
| 2026-05 | 20 | 71.6% | 42.6% | $110.00 | $376.1K | -$26.9M | 0.25 |
| 2026-04 | 21 | 71.5% | 59.5% | $85.00 | $313.5K | -$9.3M | 1.72 |
| 2026-03 | 22 | 59.4% | 41.2% | $80.00 | $133.4K | -$3.4M | 2.33 |
| 2026-02 | 19 | 69.7% | 56.8% | $95.00 | $208.7K | -$8.5M | 1.39 |
| 2026-01 | 20 | 56.1% | 36.5% | $85.00 | $295.9K | -$7.6M | 1.69 |
This archive aggregates AAON's daily end-of-day options snapshots into monthly summaries, spanning 2012-08 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 AAON 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 67.9%, a month-end max-pain strike around $120.00, an average put/call ratio of 0.62.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
Frequently asked AAON history questions
- How much options history is available for AAON?
- This archive holds 167 months of AAON options analytics, spanning 2012-08 through 2026-06. Each entry is a monthly rollup of AAON'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 AAON archive.
- What data does each monthly AAON aggregate contain?
- Every monthly row summarizes that month of AAON 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 67.9%, an average IV rank of 31.9%, a month-end max-pain strike around $120.00, an average put/call ratio of 0.62.
- How is the AAON options-history archive built and how often does it update?
- The archive is derived from AAON'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 AAON's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.