Axos Financial, Inc. (AX) Options History
Historical options analytics archive for AX with monthly max pain, implied volatility, gamma exposure, and put/call data.
91 months of complete options data available.
AX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AX. 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 | 33.6% | 25.4% | $85.00 | $82.5K | -$5.4M | 1.91 |
| 2026-05 | 20 | 34.8% | 29.5% | $80.00 | -$240.3K | $1.4M | 3.21 |
| 2026-04 | 21 | 42.3% | 43.0% | $90.00 | $176.6K | -$5.9M | 2.62 |
| 2026-03 | 22 | 41.6% | 23.1% | $87.50 | -$24.1K | -$719.3K | 5.88 |
| 2026-02 | 19 | 35.4% | 13.9% | $97.50 | $32.3K | -$1.7M | 0.61 |
| 2026-01 | 20 | 37.7% | 17.3% | $87.50 | $88.8K | -$4.1M | 0.57 |
This archive aggregates AX's daily end-of-day options snapshots into monthly summaries, spanning 2018-12 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 AX 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 33.6%, a month-end max-pain strike around $85.00, an average put/call ratio of 1.91.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked AX history questions
- How much options history is available for AX?
- This archive holds 91 months of AX options analytics, spanning 2018-12 through 2026-06. Each entry is a monthly rollup of AX'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 AX archive.
- What data does each monthly AX aggregate contain?
- Every monthly row summarizes that month of AX 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 33.6%, an average IV rank of 25.4%, a month-end max-pain strike around $85.00, an average put/call ratio of 1.91.
- How is the AX options-history archive built and how often does it update?
- The archive is derived from AX'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 AX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.