BJ's Wholesale Club Holdings, Inc. (BJ) Options History
Historical options analytics archive for BJ with monthly max pain, implied volatility, gamma exposure, and put/call data.
154 months of complete options data available.
BJ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BJ. 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 | 53.0% | 14.2% | $85.00 | $606.5K | -$44.0M | 2.09 |
| 2026-06 | 21 | 28.4% | 14.7% | $90.00 | $724.4K | -$11.0M | 1.02 |
| 2026-05 | 20 | 35.1% | 32.3% | $90.00 | -$1.1M | $27.6M | 1.98 |
| 2026-04 | 21 | 32.7% | 26.1% | $95.00 | -$687.9K | $5.9M | 2.41 |
| 2026-03 | 22 | 36.1% | 35.1% | $100.00 | $888.8K | -$15.2M | 0.92 |
| 2026-02 | 19 | 38.1% | 40.3% | $95.00 | $1.0M | -$23.2M | 0.38 |
This archive aggregates BJ's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 BJ 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 53.0%, a month-end max-pain strike around $85.00, an average put/call ratio of 2.09.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
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2019
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2018
Jul | Aug | Sep | Oct | Nov | Dec
2011
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2010
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2009
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2008
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2007
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Frequently asked BJ history questions
- How much options history is available for BJ?
- This archive holds 154 months of BJ options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of BJ'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 BJ archive.
- What data does each monthly BJ aggregate contain?
- Every monthly row summarizes that month of BJ 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 53.0%, an average IV rank of 14.2%, a month-end max-pain strike around $85.00, an average put/call ratio of 2.09.
- How is the BJ options-history archive built and how often does it update?
- The archive is derived from BJ'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 BJ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.