Aviat Networks, Inc. (AVNW) Options History
Historical options analytics archive for AVNW with monthly max pain, implied volatility, gamma exposure, and put/call data.
111 months of complete options data available.
AVNW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AVNW. 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 | 73.4% | 11.0% | $20.00 | $99.0K | -$2.0M | 2.41 |
| 2026-05 | 20 | 123.5% | 27.8% | $20.00 | $24.0K | -$319.3K | 0.34 |
| 2026-04 | 21 | 79.8% | 44.6% | $22.50 | $34.7K | -$1.1M | 0.91 |
| 2026-03 | 22 | 58.0% | 27.0% | $20.00 | $56.6K | -$1.4M | 0.49 |
| 2026-02 | 19 | 56.0% | 25.3% | $25.00 | $65.3K | -$2.4M | 1.34 |
| 2026-01 | 20 | 67.6% | 34.8% | $22.50 | $12.3K | -$286.5K | 3.50 |
This archive aggregates AVNW's daily end-of-day options snapshots into monthly summaries, spanning 2010-02 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 AVNW 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 73.4%, a month-end max-pain strike around $20.00, an average put/call ratio of 2.41.
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AVNW history questions
- How much options history is available for AVNW?
- This archive holds 111 months of AVNW options analytics, spanning 2010-02 through 2026-06. Each entry is a monthly rollup of AVNW'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 AVNW archive.
- What data does each monthly AVNW aggregate contain?
- Every monthly row summarizes that month of AVNW 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 73.4%, an average IV rank of 11.0%, a month-end max-pain strike around $20.00, an average put/call ratio of 2.41.
- How is the AVNW options-history archive built and how often does it update?
- The archive is derived from AVNW'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 AVNW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.