The Carlyle Group Inc. (CG) Options History
Historical options analytics archive for CG with monthly max pain, implied volatility, gamma exposure, and put/call data.
188 months of complete options data available.
CG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CG. 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 | 42.6% | 34.1% | $47.50 | $12.6M | -$156.4M | 3.07 |
| 2026-05 | 19 | 47.0% | 47.8% | $47.50 | $175.0K | $7.6M | 0.76 |
| 2026-04 | 20 | 50.2% | 41.6% | $45.00 | $5.2M | -$67.8M | 2.50 |
| 2026-03 | 20 | 52.2% | 25.3% | $50.00 | $4.6M | -$82.1M | 5.27 |
| 2026-02 | 19 | 47.5% | 19.9% | $55.00 | $2.2M | -$57.3M | 0.27 |
| 2026-01 | 20 | 39.6% | 11.2% | $60.00 | $2.9M | -$83.7M | 0.98 |
This archive aggregates CG's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 CG 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 42.6%, a month-end max-pain strike around $47.50, an average put/call ratio of 3.07.
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
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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
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2012
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2008
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2007
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Frequently asked CG history questions
- How much options history is available for CG?
- This archive holds 188 months of CG options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of CG'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 CG archive.
- What data does each monthly CG aggregate contain?
- Every monthly row summarizes that month of CG 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 42.6%, an average IV rank of 34.1%, a month-end max-pain strike around $47.50, an average put/call ratio of 3.07.
- How is the CG options-history archive built and how often does it update?
- The archive is derived from CG'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 CG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.