Carlyle Secured Lending, Inc. (CGBD) Options History
Historical options analytics archive for CGBD with monthly max pain, implied volatility, gamma exposure, and put/call data.
107 months of complete options data available.
CGBD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CGBD. 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 | 163.4% | 46.1% | $12.50 | -$215.9K | $823.6K | 23.59 |
| 2026-05 | 19 | 63.4% | 17.3% | $12.50 | $9.0K | -$36.5K | 2.79 |
| 2026-04 | 19 | 88.3% | 28.5% | $12.50 | $78.8K | -$457.4K | 0.97 |
| 2026-03 | 21 | 38.4% | 22.9% | $15.00 | $26.1K | -$169.4K | 23.21 |
| 2026-02 | 19 | 27.7% | 12.4% | $12.50 | $98.9K | -$1.2M | 2.78 |
| 2026-01 | 20 | 36.9% | 19.7% | $12.50 | $168.7K | -$1.5M | 2.07 |
This archive aggregates CGBD's daily end-of-day options snapshots into monthly summaries, spanning 2017-08 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 CGBD 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 163.4%, a month-end max-pain strike around $12.50, an average put/call ratio of 23.59.
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
Frequently asked CGBD history questions
- How much options history is available for CGBD?
- This archive holds 107 months of CGBD options analytics, spanning 2017-08 through 2026-06. Each entry is a monthly rollup of CGBD'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 CGBD archive.
- What data does each monthly CGBD aggregate contain?
- Every monthly row summarizes that month of CGBD 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 163.4%, an average IV rank of 46.1%, a month-end max-pain strike around $12.50, an average put/call ratio of 23.59.
- How is the CGBD options-history archive built and how often does it update?
- The archive is derived from CGBD'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 CGBD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.