Aflac Incorporated (AFL) Options History
Historical options analytics archive for AFL with monthly max pain, implied volatility, gamma exposure, and put/call data.
234 months of complete options data available.
AFL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AFL. 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 | 19.1% | 36.4% | $110.00 | $8.0M | -$120.0M | 0.32 |
| 2026-05 | 20 | 18.1% | 30.6% | $120.00 | $6.9M | -$54.5M | 0.35 |
| 2026-04 | 21 | 23.1% | 45.4% | $110.00 | $8.2M | -$72.2M | 0.26 |
| 2026-03 | 22 | 23.8% | 36.1% | $105.00 | $7.7M | -$64.3M | 0.59 |
| 2026-02 | 19 | 19.6% | 22.3% | $110.00 | $9.0M | -$79.9M | 0.52 |
| 2026-01 | 20 | 21.7% | 29.1% | $110.00 | $7.9M | -$69.6M | 0.43 |
This archive aggregates AFL's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 AFL 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 19.1%, a month-end max-pain strike around $110.00, an average put/call ratio of 0.32.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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
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2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
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2009
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2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AFL history questions
- How much options history is available for AFL?
- This archive holds 234 months of AFL options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of AFL'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 AFL archive.
- What data does each monthly AFL aggregate contain?
- Every monthly row summarizes that month of AFL 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 19.1%, an average IV rank of 36.4%, a month-end max-pain strike around $110.00, an average put/call ratio of 0.32.
- How is the AFL options-history archive built and how often does it update?
- The archive is derived from AFL'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 AFL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.