Bob's Discount Furniture, Inc. (BOBS) Options History
Historical options analytics archive for BOBS with monthly max pain, implied volatility, gamma exposure, and put/call data.
5 months of complete options data available.
BOBS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BOBS. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 106.5% | - | $12.50 | $10.4K | -$597.2K | 0.88 |
| 2026-05 | 20 | 98.0% | - | $2.50 | $17.6K | -$672.1K | 5.71 |
| 2026-04 | 21 | 96.3% | - | $15.00 | -$36.6K | $4.8M | 2.08 |
| 2026-03 | 22 | 131.3% | - | $12.50 | $18.3K | -$185.3K | 1.19 |
| 2026-02 | 7 | 82.2% | - | $20.00 | $1.3K | -$63.4K | 0.11 |
This archive aggregates BOBS's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 through 2026-06. 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 BOBS 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 (2026-06) shows an average ATM implied volatility near 106.5%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.88.
2026
Frequently asked BOBS history questions
- How much options history is available for BOBS?
- This archive holds 5 months of BOBS options analytics, spanning 2026-02 through 2026-06. Each entry is a monthly rollup of BOBS'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 BOBS archive.
- What data does each monthly BOBS aggregate contain?
- Every monthly row summarizes that month of BOBS 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, 2026-06 recorded an average ATM implied volatility near 106.5%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.88.
- How is the BOBS options-history archive built and how often does it update?
- The archive is derived from BOBS'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 BOBS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.