ACNB Corporation (ACNB) Options History
Historical options analytics archive for ACNB with monthly max pain, implied volatility, gamma exposure, and put/call data.
41 months of complete options data available.
ACNB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ACNB. 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 | 20 | 38.5% | 14.2% | $29.50 | $5.8K | -$118.1K | 0.26 |
| 2026-08 | 21 | 46.7% | 21.7% | $60.00 | $1.2K | -$50.5K | 0.00 |
| 2026-07 | 22 | 58.4% | 30.9% | - | $1.3K | -$53.5K | 0.00 |
| 2026-06 | 21 | 54.2% | 28.3% | $54.50 | $1.6K | -$44.3K | 0.00 |
| 2026-05 | 20 | 57.7% | 28.8% | $35.00 | $314 | -$6.7K | 0.75 |
| 2026-04 | 21 | 59.6% | 28.4% | - | -$851 | $3.9K | - |
This archive aggregates ACNB's daily end-of-day options snapshots into monthly summaries, spanning 2023-05 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 ACNB 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 38.5%, a month-end max-pain strike around $29.50, an average put/call ratio of 0.26.
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ACNB history questions
- How much options history is available for ACNB?
- This archive holds 41 months of ACNB options analytics, spanning 2023-05 through 2026-09. Each entry is a monthly rollup of ACNB'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 ACNB archive.
- What data does each monthly ACNB aggregate contain?
- Every monthly row summarizes that month of ACNB 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 38.5%, an average IV rank of 14.2%, a month-end max-pain strike around $29.50, an average put/call ratio of 0.26.
- How is the ACNB options-history archive built and how often does it update?
- The archive is derived from ACNB'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 ACNB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.