CDW Corporation (CDW) Options History
Historical options analytics archive for CDW with monthly max pain, implied volatility, gamma exposure, and put/call data.
157 months of complete options data available.
CDW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CDW. 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 | 21 | 48.6% | 66.8% | $135.00 | $2.2M | -$114.1M | 0.53 |
| 2026-06 | 19 | 42.7% | 50.9% | $125.00 | $1.1M | -$76.9M | 0.71 |
| 2026-05 | 19 | 43.2% | 55.9% | $110.00 | $2.7M | -$64.0M | 1.33 |
| 2026-04 | 20 | 46.9% | 62.7% | $125.00 | $3.3M | -$198.7M | 3.18 |
| 2026-03 | 19 | 46.0% | 46.3% | $125.00 | $995.4K | -$34.1M | 0.84 |
| 2026-02 | 19 | 40.6% | 35.6% | $130.00 | $2.2M | -$40.8M | 0.25 |
This archive aggregates CDW's daily end-of-day options snapshots into monthly summaries, spanning 2013-07 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 CDW 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 48.6%, a month-end max-pain strike around $135.00, an average put/call ratio of 0.53.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CDW history questions
- How much options history is available for CDW?
- This archive holds 157 months of CDW options analytics, spanning 2013-07 through 2026-07. Each entry is a monthly rollup of CDW'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 CDW archive.
- What data does each monthly CDW aggregate contain?
- Every monthly row summarizes that month of CDW 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 48.6%, an average IV rank of 66.8%, a month-end max-pain strike around $135.00, an average put/call ratio of 0.53.
- How is the CDW options-history archive built and how often does it update?
- The archive is derived from CDW'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 CDW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.