Federal Agricultural Mortgage (AGM) Options History
Historical options analytics archive for AGM with monthly max pain, implied volatility, gamma exposure, and put/call data.
213 months of complete options data available.
AGM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AGM. 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 | 31.5% | 6.1% | $165.00 | $295.3K | -$13.5M | 1.80 |
| 2026-05 | 20 | 44.2% | 23.3% | $165.00 | $43.5K | -$5.8M | 0.53 |
| 2026-04 | 21 | 34.6% | 48.3% | $175.00 | -$44.8K | -$6.5M | 4.52 |
| 2026-03 | 22 | 36.8% | 47.1% | $165.00 | $4.5K | $2.4M | 3.41 |
| 2026-02 | 19 | 33.6% | 39.9% | $170.00 | -$332.9K | $6.7M | 5.40 |
| 2026-01 | 20 | 25.9% | 22.9% | $190.00 | -$315.8K | $3.2M | 1.62 |
This archive aggregates AGM's daily end-of-day options snapshots into monthly summaries, spanning 2008-10 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 AGM 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 31.5%, a month-end max-pain strike around $165.00, an average put/call ratio of 1.80.
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
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2011
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2010
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2009
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2008
Frequently asked AGM history questions
- How much options history is available for AGM?
- This archive holds 213 months of AGM options analytics, spanning 2008-10 through 2026-06. Each entry is a monthly rollup of AGM'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 AGM archive.
- What data does each monthly AGM aggregate contain?
- Every monthly row summarizes that month of AGM 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 31.5%, an average IV rank of 6.1%, a month-end max-pain strike around $165.00, an average put/call ratio of 1.80.
- How is the AGM options-history archive built and how often does it update?
- The archive is derived from AGM'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 AGM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.