Alight, Inc. (ALIT) Options History
Historical options analytics archive for ALIT with monthly max pain, implied volatility, gamma exposure, and put/call data.
60 months of complete options data available.
ALIT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ALIT. 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 | 148.0% | 28.4% | $1.00 | $3.7K | $257.8K | 1.92 |
| 2026-05 | 20 | 97.9% | 16.8% | $0.50 | $7.2K | -$775.6K | 0.23 |
| 2026-04 | 21 | 158.7% | 35.8% | $1.00 | $5.5K | -$255.5K | 0.56 |
| 2026-03 | 22 | 134.0% | 49.4% | $1.00 | $7.8K | $553.6K | 0.30 |
| 2026-02 | 19 | 116.8% | 53.7% | $1.00 | $11.0K | $588.9K | 0.17 |
| 2026-01 | 20 | 91.0% | 51.6% | $2.00 | $29.4K | -$2.5M | 1.25 |
This archive aggregates ALIT's daily end-of-day options snapshots into monthly summaries, spanning 2021-07 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 ALIT 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 148.0%, a month-end max-pain strike around $1.00, an average put/call ratio of 1.92.
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ALIT history questions
- How much options history is available for ALIT?
- This archive holds 60 months of ALIT options analytics, spanning 2021-07 through 2026-06. Each entry is a monthly rollup of ALIT'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 ALIT archive.
- What data does each monthly ALIT aggregate contain?
- Every monthly row summarizes that month of ALIT 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 148.0%, an average IV rank of 28.4%, a month-end max-pain strike around $1.00, an average put/call ratio of 1.92.
- How is the ALIT options-history archive built and how often does it update?
- The archive is derived from ALIT'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 ALIT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.