Bridgewater Bancshares, Inc. (BWB) Options History
Historical options analytics archive for BWB with monthly max pain, implied volatility, gamma exposure, and put/call data.
45 months of complete options data available.
BWB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BWB. 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 | 20 | 55.1% | 9.2% | $20.00 | -$706 | -$9.3K | 0.27 |
| 2026-05 | 20 | 48.8% | 6.8% | $17.50 | -$560 | -$6.5K | 0.75 |
| 2026-04 | 21 | 119.7% | 24.1% | $2.50 | -$610 | $21.1K | 0.07 |
| 2026-03 | 20 | 139.7% | 58.7% | $15.00 | -$4.9K | $67.2K | 1.73 |
| 2026-02 | 19 | 61.5% | 24.7% | $17.50 | -$3.0K | $4.9K | 0.00 |
| 2026-01 | 20 | 70.4% | 30.3% | $17.50 | -$2.0K | -$7.1K | 20.00 |
This archive aggregates BWB's daily end-of-day options snapshots into monthly summaries, spanning 2022-10 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 BWB 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 55.1%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.27.
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
Frequently asked BWB history questions
- How much options history is available for BWB?
- This archive holds 45 months of BWB options analytics, spanning 2022-10 through 2026-06. Each entry is a monthly rollup of BWB'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 BWB archive.
- What data does each monthly BWB aggregate contain?
- Every monthly row summarizes that month of BWB 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 55.1%, an average IV rank of 9.2%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.27.
- How is the BWB options-history archive built and how often does it update?
- The archive is derived from BWB'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 BWB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.