Chord Energy Corporation (CHRD) Options History
Historical options analytics archive for CHRD with monthly max pain, implied volatility, gamma exposure, and put/call data.
79 months of complete options data available.
CHRD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CHRD. 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 | 16 | 43.9% | 37.5% | $120.00 | $128.3K | $4.4M | 1.32 |
| 2026-05 | 18 | 45.5% | 41.9% | $145.00 | $495.3K | -$5.1M | 0.83 |
| 2026-04 | 17 | 46.1% | 34.0% | $130.00 | $1.1M | -$43.7M | 0.58 |
| 2026-03 | 21 | 45.0% | 23.5% | $120.00 | $1.7M | -$54.0M | 0.35 |
| 2026-02 | 19 | 40.3% | 17.0% | $100.00 | $344.1K | -$8.7M | 0.76 |
| 2026-01 | 20 | 36.6% | 15.7% | $95.00 | $480.8K | -$6.1M | 0.72 |
This archive aggregates CHRD's daily end-of-day options snapshots into monthly summaries, spanning 2007-10 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 CHRD 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 43.9%, a month-end max-pain strike around $120.00, an average put/call ratio of 1.32.
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
Jul | Aug | Sep | Oct | Nov | Dec
2010
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Frequently asked CHRD history questions
- How much options history is available for CHRD?
- This archive holds 79 months of CHRD options analytics, spanning 2007-10 through 2026-06. Each entry is a monthly rollup of CHRD'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 CHRD archive.
- What data does each monthly CHRD aggregate contain?
- Every monthly row summarizes that month of CHRD 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 43.9%, an average IV rank of 37.5%, a month-end max-pain strike around $120.00, an average put/call ratio of 1.32.
- How is the CHRD options-history archive built and how often does it update?
- The archive is derived from CHRD'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 CHRD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.