Credit Acceptance Corporation (CACC) Options History
Historical options analytics archive for CACC with monthly max pain, implied volatility, gamma exposure, and put/call data.
151 months of complete options data available.
CACC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CACC. 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 | 19 | 40.1% | 26.6% | $490.00 | $352.1K | -$19.3M | 0.00 |
| 2026-05 | 20 | 41.0% | 41.6% | $490.00 | $265.2K | -$13.8M | 0.00 |
| 2026-04 | 21 | 37.8% | 26.8% | $490.00 | -$786.8K | -$5.5M | 19.27 |
| 2026-03 | 22 | 46.9% | 40.2% | $500.00 | -$433.9K | $19.5M | 3.02 |
| 2026-02 | 19 | 42.4% | 31.5% | $480.00 | -$259.2K | $2.9M | 3.56 |
| 2026-01 | 20 | 48.3% | 43.2% | $480.00 | -$785.2K | $631.3K | 11.33 |
This archive aggregates CACC's daily end-of-day options snapshots into monthly summaries, spanning 2013-12 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 CACC 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 40.1%, a month-end max-pain strike around $490.00, an average put/call ratio of 0.00.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Frequently asked CACC history questions
- How much options history is available for CACC?
- This archive holds 151 months of CACC options analytics, spanning 2013-12 through 2026-06. Each entry is a monthly rollup of CACC'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 CACC archive.
- What data does each monthly CACC aggregate contain?
- Every monthly row summarizes that month of CACC 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 40.1%, an average IV rank of 26.6%, a month-end max-pain strike around $490.00, an average put/call ratio of 0.00.
- How is the CACC options-history archive built and how often does it update?
- The archive is derived from CACC'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 CACC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.