CME Group Inc. (CME) Options History
Historical options analytics archive for CME with monthly max pain, implied volatility, gamma exposure, and put/call data.
238 months of complete options data available.
CME monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CME. Volatility and put/call columns are averages across trading days within the month; max pain is the month's final-session value. The month-end exposures are the assumed dealer book at 100% of open interest over each session's default expirations (the expirations within 30 days of the session, or the first four when none are; GEX in dollars of delta per 1% move) and the put-minus-call delta balance (DEX, dollars of the underlying), each of the month's final session: a final session without a stored exposure is a gap naming its date, never an earlier day's value. Assumes dealers are long the calls and short the puts, a share p of open interest each - here 100% of open interest (the GEX page sets the share). A date without a stored exposure is a gap; a value marked * is partial, averaged over fewer days, or may include contracts expiring that day or of an unreadable expiration: its reason is printed beside it.
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End GEX (assumed) | End DEX (put-minus-call balance) | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-10 | 22 | 26.8% | 57.0% | $290.00 | $4.6M | -$66.3M | 1.20 |
| 2026-09 | 21 | 25.7% | 51.5% | $270.00 | -$7.9M | $61.1M | 1.13 |
| 2026-08 | 21 | 25.7% | 51.5% | $260.00 | $6.7M | -$114.3M | 1.52 |
| 2026-07 | 19 | 32.0% | 81.7% | $245.00 | $5.3M | -$112.2M | 0.76 |
| 2026-06 | 16 | 29.9% | 87.4% | $250.00 | -$4.6M | $94.0M | 0.91 |
| 2026-05 | 16 | 22.6% | 50.7% | $290.00 | -$2.6M | $53.2M | 1.17 |
This archive aggregates CME's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-10. 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 the assumed dealer book's GEX, the put-minus-call delta balance and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how CME option pricing, volatility regime, and the assumed book's gamma 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 (2026-10) shows an average ATM implied volatility near 26.8%, a month-end max-pain strike around $290.00, an average put/call ratio of 1.20.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct
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
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked CME history questions
- How much options history is available for CME?
- This archive holds 238 months of CME options analytics, spanning 2007-01 through 2026-10. Each entry is a monthly rollup of CME'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 CME archive.
- What data does each monthly CME aggregate contain?
- Every monthly row summarizes that month of CME option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, the month-end GEX of the assumed dealer book and the put-minus-call delta balance (DEX), the average put/call ratio, and total call and put volume. For example, 2026-10 recorded an average ATM implied volatility near 26.8%, an average IV rank of 57.0%, a month-end max-pain strike around $290.00, an average put/call ratio of 1.20.
- How is the CME options-history archive built and how often does it update?
- The archive is derived from CME's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and the open interest the exposures are built from 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 CME's volatility regime shifts around earnings and macro events, and compare the assumed book's current GEX against its history.