Byline Bancorp, Inc. (BY) Options History
Historical options analytics archive for BY with monthly max pain, implied volatility, gamma exposure, and put/call data.
54 months of complete options data available.
BY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BY. 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 | 88.1% | 30.6% | $30.00 | $851 | -$45.8K | 0.00 |
| 2026-06 | 20 | 73.0% | 24.7% | $30.00 | $961 | -$40.9K | 0.03 |
| 2026-05 | 20 | 65.5% | 21.7% | - | $608 | -$7.1K | 0.18 |
| 2026-04 | 21 | 76.2% | 23.7% | $35.00 | $2.7K | -$12.1K | 0.21 |
| 2026-03 | 21 | 105.4% | 32.6% | $20.00 | $324 | -$9.0K | 0.25 |
| 2026-02 | 19 | 89.4% | 28.1% | $25.00 | $657 | -$15.1K | 0.00 |
This archive aggregates BY's daily end-of-day options snapshots into monthly summaries, spanning 2022-02 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 BY 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 88.1%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.00.
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BY history questions
- How much options history is available for BY?
- This archive holds 54 months of BY options analytics, spanning 2022-02 through 2026-07. Each entry is a monthly rollup of BY'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 BY archive.
- What data does each monthly BY aggregate contain?
- Every monthly row summarizes that month of BY 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 88.1%, an average IV rank of 30.6%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.00.
- How is the BY options-history archive built and how often does it update?
- The archive is derived from BY'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 BY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.