The Chefs' Warehouse, Inc. (CHEF) Options History
Historical options analytics archive for CHEF with monthly max pain, implied volatility, gamma exposure, and put/call data.
165 months of complete options data available.
CHEF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CHEF. 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 | 17 | 35.4% | 9.5% | $80.00 | $28.1K | -$2.8M | 1.48 |
| 2026-05 | 18 | 34.5% | 8.3% | $65.00 | $11.0K | -$338.2K | 3.61 |
| 2026-04 | 17 | 53.9% | 19.8% | $70.00 | -$3.4K | -$313.5K | 4.22 |
| 2026-03 | 21 | 40.2% | 33.3% | $75.00 | -$11.2K | $1.2M | 6.83 |
| 2026-02 | 19 | 45.7% | 47.0% | $70.00 | -$42.1K | $459.4K | 3.80 |
| 2026-01 | 20 | 42.7% | 39.5% | $60.00 | -$23.5K | $988.3K | 16.79 |
This archive aggregates CHEF's daily end-of-day options snapshots into monthly summaries, spanning 2012-10 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 CHEF 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 35.4%, a month-end max-pain strike around $80.00, an average put/call ratio of 1.48.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Frequently asked CHEF history questions
- How much options history is available for CHEF?
- This archive holds 165 months of CHEF options analytics, spanning 2012-10 through 2026-06. Each entry is a monthly rollup of CHEF'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 CHEF archive.
- What data does each monthly CHEF aggregate contain?
- Every monthly row summarizes that month of CHEF 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 35.4%, an average IV rank of 9.5%, a month-end max-pain strike around $80.00, an average put/call ratio of 1.48.
- How is the CHEF options-history archive built and how often does it update?
- The archive is derived from CHEF'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 CHEF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.