PC Connection, Inc. (CNXN) Options History
Historical options analytics archive for CNXN with monthly max pain, implied volatility, gamma exposure, and put/call data.
118 months of complete options data available.
CNXN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CNXN. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 16 | 26.3% | 3.5% | $70.00 | $131.8K | -$2.0M | 0.61 |
| 2026-05 | 16 | 105.0% | 24.9% | $65.00 | $87.2K | -$1.1M | 1.82 |
| 2026-04 | 16 | 47.5% | 14.0% | $50.00 | $235 | -$11.6K | 0.00 |
| 2026-03 | 20 | 31.3% | 19.7% | $60.00 | -$174 | -$10.0K | 0.94 |
| 2026-02 | 19 | 26.8% | 14.9% | $65.00 | $1.4K | -$5.6K | 0.07 |
| 2026-01 | 20 | 30.4% | 18.7% | $60.00 | -$691 | $8.9K | 0.00 |
This archive aggregates CNXN's daily end-of-day options snapshots into monthly summaries, spanning 2016-09 through 2026-06. 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 CNXN 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 (2026-06) shows an average ATM implied volatility near 26.3%, a month-end max-pain strike around $70.00, an average put/call ratio of 0.61.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
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2022
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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
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2018
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2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Frequently asked CNXN history questions
- How much options history is available for CNXN?
- This archive holds 118 months of CNXN options analytics, spanning 2016-09 through 2026-06. Each entry is a monthly rollup of CNXN'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 CNXN archive.
- What data does each monthly CNXN aggregate contain?
- Every monthly row summarizes that month of CNXN 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, 2026-06 recorded an average ATM implied volatility near 26.3%, an average IV rank of 3.5%, a month-end max-pain strike around $70.00, an average put/call ratio of 0.61.
- How is the CNXN options-history archive built and how often does it update?
- The archive is derived from CNXN'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 CNXN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.