Cadre Holdings, Inc. (CDRE) Options History
Historical options analytics archive for CDRE with monthly max pain, implied volatility, gamma exposure, and put/call data.
53 months of complete options data available.
CDRE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CDRE. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 125.4% | 23.6% | $22.50 | $5.1K | -$232.8K | 1.09 |
| 2026-08 | 21 | 81.9% | 13.3% | $30.00 | $27.5K | -$793.9K | 0.07 |
| 2026-07 | 20 | 165.6% | 32.6% | $30.00 | $15.7K | -$689.8K | 0.11 |
| 2026-06 | 19 | 123.2% | 28.1% | $35.00 | $1.2K | -$77.3K | 0.03 |
| 2026-05 | 19 | 90.6% | 25.1% | $35.00 | $46.8K | -$1.0M | 0.95 |
| 2026-04 | 20 | 83.1% | 22.3% | $30.00 | -$2.0K | -$125.0K | 1.29 |
This archive aggregates CDRE's daily end-of-day options snapshots into monthly summaries, spanning 2022-05 through 2026-09. 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 CDRE 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 (2026-09) shows an average ATM implied volatility near 125.4%, a month-end max-pain strike around $22.50, an average put/call ratio of 1.09.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CDRE history questions
- How much options history is available for CDRE?
- This archive holds 53 months of CDRE options analytics, spanning 2022-05 through 2026-09. Each entry is a monthly rollup of CDRE'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 CDRE archive.
- What data does each monthly CDRE aggregate contain?
- Every monthly row summarizes that month of CDRE 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, 2026-09 recorded an average ATM implied volatility near 125.4%, an average IV rank of 23.6%, a month-end max-pain strike around $22.50, an average put/call ratio of 1.09.
- How is the CDRE options-history archive built and how often does it update?
- The archive is derived from CDRE'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 CDRE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.