Cimpress plc (CMPR) Options History
Historical options analytics archive for CMPR with monthly max pain, implied volatility, gamma exposure, and put/call data.
141 months of complete options data available.
CMPR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CMPR. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 19 | 102.5% | 14.0% | $90.00 | $25.9K | -$1.1M | 1.65 |
| 2026-06 | 16 | 50.8% | 2.9% | $75.00 | $52.8K | -$2.8M | 1.74 |
| 2026-05 | 16 | 49.5% | 3.2% | $75.00 | $52.6K | -$2.3M | 2.06 |
| 2026-04 | 19 | 82.0% | 11.1% | $75.00 | $41.7K | -$1.5M | 1.54 |
| 2026-03 | 19 | 49.9% | 20.2% | $45.00 | $40.3K | -$718.3K | 2.72 |
| 2026-02 | 19 | 55.2% | 28.1% | $75.00 | $30.2K | -$985.1K | 3.08 |
This archive aggregates CMPR's daily end-of-day options snapshots into monthly summaries, spanning 2014-11 through 2026-07. 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 CMPR 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 (2026-07) shows an average ATM implied volatility near 102.5%, a month-end max-pain strike around $90.00, an average put/call ratio of 1.65.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
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2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Frequently asked CMPR history questions
- How much options history is available for CMPR?
- This archive holds 141 months of CMPR options analytics, spanning 2014-11 through 2026-07. Each entry is a monthly rollup of CMPR'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 CMPR archive.
- What data does each monthly CMPR aggregate contain?
- Every monthly row summarizes that month of CMPR 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, 2026-07 recorded an average ATM implied volatility near 102.5%, an average IV rank of 14.0%, a month-end max-pain strike around $90.00, an average put/call ratio of 1.65.
- How is the CMPR options-history archive built and how often does it update?
- The archive is derived from CMPR'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 CMPR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.