Atlanta Braves Holdings, Inc. (BATRA) Options History
Historical options analytics archive for BATRA with monthly max pain, implied volatility, gamma exposure, and put/call data.
122 months of complete options data available.
BATRA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BATRA. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 78.9% | 14.9% | $50.00 | -$22.2K | -$3.9M | 6.73 |
| 2026-06 | 21 | 202.0% | 36.2% | $55.00 | $115.0K | -$6.5M | 12.14 |
| 2026-05 | 20 | 114.9% | 14.8% | $55.00 | $95.4K | -$4.7M | 2.65 |
| 2026-04 | 21 | 26.9% | 6.0% | $45.00 | $251.7K | -$6.7M | 2.04 |
| 2026-03 | 22 | 192.5% | 36.2% | $50.00 | $50.7K | -$1.6M | 21.09 |
| 2026-02 | 19 | 26.8% | 27.1% | $45.00 | $118.9K | -$3.9M | 4.03 |
This archive aggregates BATRA's daily end-of-day options snapshots into monthly summaries, spanning 2016-06 through 2026-07. 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 BATRA 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 (2026-07) shows an average ATM implied volatility near 78.9%, a month-end max-pain strike around $50.00, an average put/call ratio of 6.73.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BATRA history questions
- How much options history is available for BATRA?
- This archive holds 122 months of BATRA options analytics, spanning 2016-06 through 2026-07. Each entry is a monthly rollup of BATRA'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 BATRA archive.
- What data does each monthly BATRA aggregate contain?
- Every monthly row summarizes that month of BATRA 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, 2026-07 recorded an average ATM implied volatility near 78.9%, an average IV rank of 14.9%, a month-end max-pain strike around $50.00, an average put/call ratio of 6.73.
- How is the BATRA options-history archive built and how often does it update?
- The archive is derived from BATRA'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 BATRA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.