Birkenstock Holding plc (BIRK) Options History
Historical options analytics archive for BIRK with monthly max pain, implied volatility, gamma exposure, and put/call data.
34 months of complete options data available.
BIRK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BIRK. 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 | 67.2% | 32.1% | $47.50 | -$1.4M | $52.5M | 13.10 |
| 2026-06 | 21 | 61.7% | 26.9% | $47.50 | -$3.5M | $62.0M | 18.20 |
| 2026-05 | 20 | 60.5% | 25.9% | $42.50 | -$132.9K | -$19.9M | 1.29 |
| 2026-04 | 21 | 57.4% | 22.9% | $35.00 | $29.6K | -$2.1M | 0.93 |
| 2026-03 | 22 | 52.1% | 18.0% | $37.50 | -$6.2K | $2.4M | 0.99 |
| 2026-02 | 19 | 53.2% | 19.1% | $37.50 | $249.4K | -$9.0M | 0.51 |
This archive aggregates BIRK's daily end-of-day options snapshots into monthly summaries, spanning 2023-10 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 BIRK 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 67.2%, a month-end max-pain strike around $47.50, an average put/call ratio of 13.10.
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
Frequently asked BIRK history questions
- How much options history is available for BIRK?
- This archive holds 34 months of BIRK options analytics, spanning 2023-10 through 2026-07. Each entry is a monthly rollup of BIRK'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 BIRK archive.
- What data does each monthly BIRK aggregate contain?
- Every monthly row summarizes that month of BIRK 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 67.2%, an average IV rank of 32.1%, a month-end max-pain strike around $47.50, an average put/call ratio of 13.10.
- How is the BIRK options-history archive built and how often does it update?
- The archive is derived from BIRK'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 BIRK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.