CNH Industrial N.V. (CNH) Options History
Historical options analytics archive for CNH with monthly max pain, implied volatility, gamma exposure, and put/call data.
109 months of complete options data available.
CNH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CNH. 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 | 70.7% | 12.6% | $12.50 | $890.4K | -$19.7M | 1.06 |
| 2026-08 | 21 | 155.4% | 29.9% | $10.00 | $716.5K | -$12.8M | 0.94 |
| 2026-07 | 20 | 83.8% | 15.2% | $10.00 | $250.3K | -$3.8M | 6.90 |
| 2026-06 | 16 | 80.8% | 14.6% | $10.00 | $413.9K | -$10.7M | 0.93 |
| 2026-05 | 17 | 139.3% | 26.3% | $10.00 | $78.9K | -$2.5M | 2.69 |
| 2026-04 | 17 | 110.0% | 32.9% | $10.00 | $231.7K | -$6.1M | 6.19 |
This archive aggregates CNH's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 CNH 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 70.7%, a month-end max-pain strike around $12.50, an average put/call ratio of 1.06.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CNH history questions
- How much options history is available for CNH?
- This archive holds 109 months of CNH options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of CNH'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 CNH archive.
- What data does each monthly CNH aggregate contain?
- Every monthly row summarizes that month of CNH 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 70.7%, an average IV rank of 12.6%, a month-end max-pain strike around $12.50, an average put/call ratio of 1.06.
- How is the CNH options-history archive built and how often does it update?
- The archive is derived from CNH'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 CNH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.