Barnes & Noble Education, Inc. (BNED) Options History
Historical options analytics archive for BNED with monthly max pain, implied volatility, gamma exposure, and put/call data.
132 months of complete options data available.
BNED monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BNED. 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 | 99.7% | 23.5% | $12.50 | -$13.6K | $307.4K | 0.63 |
| 2026-06 | 21 | 87.5% | 19.9% | $10.00 | $27.0K | -$2.3M | 0.40 |
| 2026-05 | 20 | 91.1% | 28.6% | $10.00 | -$14.0K | -$739.3K | 2.22 |
| 2026-04 | 21 | 73.7% | 41.3% | $10.00 | -$4.9K | -$876.9K | 3.51 |
| 2026-03 | 22 | 84.4% | 46.8% | $7.50 | $20.7K | -$754.9K | 1.99 |
| 2026-02 | 19 | 96.3% | 53.0% | $10.00 | $14.4K | -$620.8K | 0.14 |
This archive aggregates BNED's daily end-of-day options snapshots into monthly summaries, spanning 2015-08 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 BNED 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 99.7%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.63.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Frequently asked BNED history questions
- How much options history is available for BNED?
- This archive holds 132 months of BNED options analytics, spanning 2015-08 through 2026-07. Each entry is a monthly rollup of BNED'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 BNED archive.
- What data does each monthly BNED aggregate contain?
- Every monthly row summarizes that month of BNED 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 99.7%, an average IV rank of 23.5%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.63.
- How is the BNED options-history archive built and how often does it update?
- The archive is derived from BNED'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 BNED's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.