Agilon Health, Inc. (AGL) Options History
Historical options analytics archive for AGL with monthly max pain, implied volatility, gamma exposure, and put/call data.
95 months of complete options data available.
AGL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AGL. 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 | 79.2% | 13.0% | $85.00 | $47.9K | -$10.7M | 1.22 |
| 2026-08 | 21 | 92.9% | 16.1% | $100.00 | $56.9K | -$19.0M | 2.14 |
| 2026-07 | 22 | 116.4% | 21.4% | $105.00 | $86.6K | -$24.0M | 1.47 |
| 2026-06 | 21 | 105.5% | 19.0% | $105.00 | $126.5K | -$31.5M | 2.32 |
| 2026-05 | 20 | 125.8% | 23.6% | $22.00 | $66.6K | -$19.4M | 1.64 |
| 2026-04 | 21 | 150.1% | 29.2% | $18.00 | $6.6K | -$1.5M | 1.92 |
This archive aggregates AGL's daily end-of-day options snapshots into monthly summaries, spanning 2009-02 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 AGL 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 79.2%, a month-end max-pain strike around $85.00, an average put/call ratio of 1.22.
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
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
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AGL history questions
- How much options history is available for AGL?
- This archive holds 95 months of AGL options analytics, spanning 2009-02 through 2026-09. Each entry is a monthly rollup of AGL'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 AGL archive.
- What data does each monthly AGL aggregate contain?
- Every monthly row summarizes that month of AGL 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 79.2%, an average IV rank of 13.0%, a month-end max-pain strike around $85.00, an average put/call ratio of 1.22.
- How is the AGL options-history archive built and how often does it update?
- The archive is derived from AGL'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 AGL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.