Alamo Group Inc. (ALG) Options History
Historical options analytics archive for ALG with monthly max pain, implied volatility, gamma exposure, and put/call data.
130 months of complete options data available.
ALG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ALG. 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 | 58.8% | 12.6% | $140.00 | -$1.9K | $63.9K | 0.01 |
| 2026-08 | 21 | 44.0% | 9.4% | $135.00 | $66.1K | -$713.9K | 1.01 |
| 2026-07 | 22 | 75.7% | 16.3% | $165.00 | -$18.3K | $129.6K | 0.27 |
| 2026-06 | 21 | 68.0% | 14.6% | $155.00 | -$12.4K | -$72.4K | 1.60 |
| 2026-05 | 20 | 52.3% | 27.8% | $145.00 | $1.2M | -$10.0M | 0.87 |
| 2026-04 | 21 | 35.0% | 63.1% | $155.00 | $575.7K | -$23.8M | 0.99 |
This archive aggregates ALG's daily end-of-day options snapshots into monthly summaries, spanning 2015-12 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 ALG 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 58.8%, a month-end max-pain strike around $140.00, an average put/call ratio of 0.01.
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
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Frequently asked ALG history questions
- How much options history is available for ALG?
- This archive holds 130 months of ALG options analytics, spanning 2015-12 through 2026-09. Each entry is a monthly rollup of ALG'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 ALG archive.
- What data does each monthly ALG aggregate contain?
- Every monthly row summarizes that month of ALG 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 58.8%, an average IV rank of 12.6%, a month-end max-pain strike around $140.00, an average put/call ratio of 0.01.
- How is the ALG options-history archive built and how often does it update?
- The archive is derived from ALG'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 ALG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.