Clarivate Plc (CLVT) Options History
Historical options analytics archive for CLVT with monthly max pain, implied volatility, gamma exposure, and put/call data.
68 months of complete options data available.
CLVT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CLVT. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 134.8% | 24.0% | $2.50 | $4.2K | -$379.2K | 0.30 |
| 2026-08 | 21 | 195.2% | 38.9% | $2.00 | $4.0K | -$180.0K | 1.07 |
| 2026-07 | 19 | 127.1% | 24.4% | $2.00 | $3.4K | -$151.4K | 0.44 |
| 2026-06 | 17 | 138.2% | 32.9% | $2.00 | $5.1K | -$264.3K | 1.36 |
| 2026-05 | 15 | 107.7% | 29.3% | $2.50 | $11.7K | -$458.0K | 0.75 |
| 2026-04 | 14 | 126.6% | 37.9% | $2.50 | $7.7K | -$675.1K | 0.93 |
This archive aggregates CLVT's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 through 2026-09. 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 CLVT 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 (2026-09) shows an average ATM implied volatility near 134.8%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.30.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CLVT history questions
- How much options history is available for CLVT?
- This archive holds 68 months of CLVT options analytics, spanning 2021-02 through 2026-09. Each entry is a monthly rollup of CLVT'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 CLVT archive.
- What data does each monthly CLVT aggregate contain?
- Every monthly row summarizes that month of CLVT 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, 2026-09 recorded an average ATM implied volatility near 134.8%, an average IV rank of 24.0%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.30.
- How is the CLVT options-history archive built and how often does it update?
- The archive is derived from CLVT'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 CLVT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.