ChargePoint Holdings, Inc. (CHPT) Options History
Historical options analytics archive for CHPT with monthly max pain, implied volatility, gamma exposure, and put/call data.
64 months of complete options data available.
CHPT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CHPT. 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 | 15 | 94.3% | 21.4% | $7.00 | $4.6K | -$142.9K | 0.74 |
| 2026-05 | 18 | 115.5% | 32.0% | $7.00 | -$28.7K | -$768.0K | 1.68 |
| 2026-04 | 16 | 89.3% | 18.9% | $8.00 | $15.9K | $41.0K | 0.48 |
| 2026-03 | 22 | 91.6% | 14.8% | $4.50 | -$16.8K | $948.2K | 0.54 |
| 2026-02 | 19 | 102.2% | 18.9% | $6.50 | $2.5K | $356.1K | 0.46 |
| 2026-01 | 20 | 84.7% | 12.2% | $9.00 | -$42.0K | $2.1M | 1.03 |
This archive aggregates CHPT's daily end-of-day options snapshots into monthly summaries, spanning 2021-03 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 CHPT 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 94.3%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.74.
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
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CHPT history questions
- How much options history is available for CHPT?
- This archive holds 64 months of CHPT options analytics, spanning 2021-03 through 2026-06. Each entry is a monthly rollup of CHPT'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 CHPT archive.
- What data does each monthly CHPT aggregate contain?
- Every monthly row summarizes that month of CHPT 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 94.3%, an average IV rank of 21.4%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.74.
- How is the CHPT options-history archive built and how often does it update?
- The archive is derived from CHPT'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 CHPT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.