Maplebear Inc. (CART) Options History
Historical options analytics archive for CART with monthly max pain, implied volatility, gamma exposure, and put/call data.
35 months of complete options data available.
CART monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CART. 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 | 19 | 54.2% | 72.6% | $45.00 | $2.5M | -$47.5M | 1.07 |
| 2026-06 | 17 | 43.1% | 38.8% | $43.00 | $6.0M | -$106.8M | 0.40 |
| 2026-05 | 18 | 44.5% | 43.1% | $40.00 | $2.1M | -$20.9M | 0.86 |
| 2026-04 | 21 | 57.9% | 73.0% | $39.00 | $2.7M | -$65.1M | 0.78 |
| 2026-03 | 22 | 47.9% | 37.9% | $40.00 | $1.3M | -$22.5M | 0.54 |
| 2026-02 | 19 | 54.0% | 50.7% | $40.00 | $1.3M | -$12.2M | 1.12 |
This archive aggregates CART's daily end-of-day options snapshots into monthly summaries, spanning 2023-09 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 CART 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 54.2%, a month-end max-pain strike around $45.00, an average put/call ratio of 1.07.
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
Frequently asked CART history questions
- How much options history is available for CART?
- This archive holds 35 months of CART options analytics, spanning 2023-09 through 2026-07. Each entry is a monthly rollup of CART'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 CART archive.
- What data does each monthly CART aggregate contain?
- Every monthly row summarizes that month of CART 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 54.2%, an average IV rank of 72.6%, a month-end max-pain strike around $45.00, an average put/call ratio of 1.07.
- How is the CART options-history archive built and how often does it update?
- The archive is derived from CART'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 CART's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.