Boot Barn Holdings, Inc. (BOOT) Options History
Historical options analytics archive for BOOT with monthly max pain, implied volatility, gamma exposure, and put/call data.
132 months of complete options data available.
BOOT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BOOT. 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 | 52.1% | 9.0% | $170.00 | $1.0M | -$5.8M | 1.07 |
| 2026-05 | 20 | 68.3% | 24.2% | $180.00 | $3.9M | -$103.4M | 0.42 |
| 2026-04 | 21 | 61.2% | 21.5% | $150.00 | $180.1K | -$8.8M | 1.94 |
| 2026-03 | 22 | 50.3% | 10.5% | $145.00 | $333.8K | -$2.9M | 2.38 |
| 2026-02 | 19 | 49.7% | 10.9% | $185.00 | $437.0K | -$7.9M | 0.97 |
| 2026-01 | 20 | 59.6% | 22.2% | $185.00 | $262.8K | -$3.6M | 1.29 |
This archive aggregates BOOT's daily end-of-day options snapshots into monthly summaries, spanning 2015-07 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 BOOT 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 52.1%, a month-end max-pain strike around $170.00, an average put/call ratio of 1.07.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BOOT history questions
- How much options history is available for BOOT?
- This archive holds 132 months of BOOT options analytics, spanning 2015-07 through 2026-06. Each entry is a monthly rollup of BOOT'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 BOOT archive.
- What data does each monthly BOOT aggregate contain?
- Every monthly row summarizes that month of BOOT 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 52.1%, an average IV rank of 9.0%, a month-end max-pain strike around $170.00, an average put/call ratio of 1.07.
- How is the BOOT options-history archive built and how often does it update?
- The archive is derived from BOOT'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 BOOT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.