Clearfield, Inc. (CLFD) Options History
Historical options analytics archive for CLFD with monthly max pain, implied volatility, gamma exposure, and put/call data.
156 months of complete options data available.
CLFD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CLFD. 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 | 18 | 82.3% | 57.6% | $40.00 | $163.3K | -$6.9M | 0.34 |
| 2026-05 | 18 | 76.3% | 50.8% | $45.00 | $350.3K | -$19.4M | 0.20 |
| 2026-04 | 16 | 67.4% | 41.8% | $30.00 | -$42.5K | $1.0M | 2.43 |
| 2026-03 | 21 | 42.8% | 17.9% | $30.00 | $13.6K | -$223.1K | 4.66 |
| 2026-02 | 19 | 52.7% | 27.5% | $30.00 | $69.9K | -$1.5M | 6.84 |
| 2026-01 | 20 | 64.4% | 38.9% | $30.00 | $44.4K | -$970.8K | 0.39 |
This archive aggregates CLFD's daily end-of-day options snapshots into monthly summaries, spanning 2013-07 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 CLFD 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 82.3%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.34.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CLFD history questions
- How much options history is available for CLFD?
- This archive holds 156 months of CLFD options analytics, spanning 2013-07 through 2026-06. Each entry is a monthly rollup of CLFD'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 CLFD archive.
- What data does each monthly CLFD aggregate contain?
- Every monthly row summarizes that month of CLFD 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 82.3%, an average IV rank of 57.6%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.34.
- How is the CLFD options-history archive built and how often does it update?
- The archive is derived from CLFD'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 CLFD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.