Concentrix Corporation (CNXC) Options History
Historical options analytics archive for CNXC with monthly max pain, implied volatility, gamma exposure, and put/call data.
68 months of complete options data available.
CNXC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CNXC. 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 | 90.0% | 40.0% | $25.00 | -$54.9K | -$1.6M | 2.08 |
| 2026-08 | 21 | 70.3% | 25.5% | $25.00 | $103.9K | -$6.7M | 1.44 |
| 2026-07 | 16 | 73.7% | 28.5% | $22.50 | $18.3K | -$915.2K | 1.41 |
| 2026-06 | 16 | 83.9% | 38.2% | $25.00 | -$224.2K | $11.9M | 1.63 |
| 2026-05 | 16 | 70.4% | 28.2% | $30.00 | -$127.3K | $2.2M | 1.18 |
| 2026-04 | 16 | 70.3% | 28.1% | $30.00 | -$262.8K | $11.4M | 1.43 |
This archive aggregates CNXC'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 CNXC 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 90.0%, a month-end max-pain strike around $25.00, an average put/call ratio of 2.08.
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 CNXC history questions
- How much options history is available for CNXC?
- This archive holds 68 months of CNXC options analytics, spanning 2021-02 through 2026-09. Each entry is a monthly rollup of CNXC'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 CNXC archive.
- What data does each monthly CNXC aggregate contain?
- Every monthly row summarizes that month of CNXC 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 90.0%, an average IV rank of 40.0%, a month-end max-pain strike around $25.00, an average put/call ratio of 2.08.
- How is the CNXC options-history archive built and how often does it update?
- The archive is derived from CNXC'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 CNXC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.