Aon plc (AON) Options History
Historical options analytics archive for AON with monthly max pain, implied volatility, gamma exposure, and put/call data.
199 months of complete options data available.
AON monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AON. 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 | 26.9% | 36.5% | $320.00 | $1.6M | -$14.4M | 1.32 |
| 2026-05 | 20 | 27.7% | 38.8% | $320.00 | $306.4K | $5.5M | 0.70 |
| 2026-04 | 21 | 34.8% | 69.9% | $320.00 | -$179.8K | $15.4M | 1.38 |
| 2026-03 | 22 | 29.6% | 43.8% | $340.00 | $286.9K | $6.1M | 2.11 |
| 2026-02 | 19 | 26.9% | 35.6% | $320.00 | $878.4K | -$10.7M | 1.92 |
| 2026-01 | 20 | 25.2% | 30.3% | $350.00 | -$441.9K | -$1.7M | 0.74 |
This archive aggregates AON's daily end-of-day options snapshots into monthly summaries, spanning 2009-12 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 AON 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 26.9%, a month-end max-pain strike around $320.00, an average put/call ratio of 1.32.
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
Frequently asked AON history questions
- How much options history is available for AON?
- This archive holds 199 months of AON options analytics, spanning 2009-12 through 2026-06. Each entry is a monthly rollup of AON'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 AON archive.
- What data does each monthly AON aggregate contain?
- Every monthly row summarizes that month of AON 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 26.9%, an average IV rank of 36.5%, a month-end max-pain strike around $320.00, an average put/call ratio of 1.32.
- How is the AON options-history archive built and how often does it update?
- The archive is derived from AON'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 AON's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.