Artisan Partners Asset Management Inc. (APAM) Options History
Historical options analytics archive for APAM with monthly max pain, implied volatility, gamma exposure, and put/call data.
163 months of complete options data available.
APAM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for APAM. 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 | 173.7% | 34.5% | $40.00 | -$8.7K | $1.9M | 1.57 |
| 2026-08 | 21 | 54.2% | 10.2% | $39.43 | $69.3K | -$679.3K | 3.88 |
| 2026-07 | 22 | 155.4% | 30.8% | $35.00 | $256.0K | -$427.8K | 0.69 |
| 2026-06 | 21 | 112.5% | 26.7% | $35.00 | -$150.1K | $2.2M | 5.28 |
| 2026-05 | 20 | 79.7% | 14.5% | $35.00 | -$19.7K | $796.6K | 2.99 |
| 2026-04 | 21 | 56.2% | 9.9% | $35.00 | -$12.8K | $195.4K | 8.17 |
This archive aggregates APAM's daily end-of-day options snapshots into monthly summaries, spanning 2013-03 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 APAM 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 173.7%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.57.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked APAM history questions
- How much options history is available for APAM?
- This archive holds 163 months of APAM options analytics, spanning 2013-03 through 2026-09. Each entry is a monthly rollup of APAM'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 APAM archive.
- What data does each monthly APAM aggregate contain?
- Every monthly row summarizes that month of APAM 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 173.7%, an average IV rank of 34.5%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.57.
- How is the APAM options-history archive built and how often does it update?
- The archive is derived from APAM'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 APAM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.