Amalgamated Financial Corp. (AMAL) Options History
Historical options analytics archive for AMAL with monthly max pain, implied volatility, gamma exposure, and put/call data.
54 months of complete options data available.
AMAL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AMAL. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 59.7% | 19.5% | $45.00 | $3.1K | -$75.5K | 10.96 |
| 2026-06 | 21 | 57.4% | 18.5% | $45.00 | $872 | -$57.9K | 3.00 |
| 2026-05 | 20 | 65.0% | 21.8% | $40.00 | -$1.2K | -$9.5K | 0.01 |
| 2026-04 | 21 | 61.0% | 20.1% | $40.00 | -$3.4K | $37.4K | 2.50 |
| 2026-03 | 22 | 58.2% | 22.3% | $40.00 | -$4.1K | $65.8K | 0.36 |
| 2026-02 | 19 | 58.0% | 18.8% | $45.00 | -$3.3K | $61.7K | 6.20 |
This archive aggregates AMAL's daily end-of-day options snapshots into monthly summaries, spanning 2022-02 through 2026-07. 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 AMAL 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 (2026-07) shows an average ATM implied volatility near 59.7%, a month-end max-pain strike around $45.00, an average put/call ratio of 10.96.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AMAL history questions
- How much options history is available for AMAL?
- This archive holds 54 months of AMAL options analytics, spanning 2022-02 through 2026-07. Each entry is a monthly rollup of AMAL'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 AMAL archive.
- What data does each monthly AMAL aggregate contain?
- Every monthly row summarizes that month of AMAL 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, 2026-07 recorded an average ATM implied volatility near 59.7%, an average IV rank of 19.5%, a month-end max-pain strike around $45.00, an average put/call ratio of 10.96.
- How is the AMAL options-history archive built and how often does it update?
- The archive is derived from AMAL'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 AMAL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.