Bally's Corporation (BALY) Options History
Historical options analytics archive for BALY with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
BALY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BALY. 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 | 20 | 95.4% | 44.5% | $15.00 | -$795 | $15.2K | 4.61 |
This archive aggregates BALY's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 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 BALY 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 95.4%, a month-end max-pain strike around $15.00, an average put/call ratio of 4.61.
2026
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
Frequently asked BALY history questions
- How much options history is available for BALY?
- This archive holds 58 months of BALY options analytics, spanning 2020-12 through 2026-09. Each entry is a monthly rollup of BALY'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 BALY archive.
- What data does each monthly BALY aggregate contain?
- Every monthly row summarizes that month of BALY 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 95.4%, an average IV rank of 44.5%, a month-end max-pain strike around $15.00, an average put/call ratio of 4.61.
- How is the BALY options-history archive built and how often does it update?
- The archive is derived from BALY'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 BALY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.