Compass, Inc. (COMP) Options History
Historical options analytics archive for COMP with monthly max pain, implied volatility, gamma exposure, and put/call data.
62 months of complete options data available.
COMP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for COMP. 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 | 19 | 71.7% | 19.3% | $8.00 | $1.0M | -$82.1M | 0.21 |
| 2026-05 | 16 | 62.2% | 14.5% | $8.00 | $508.1K | -$20.5M | 0.26 |
| 2026-04 | 14 | 93.8% | 27.2% | $8.00 | $305.2K | -$14.2M | 0.40 |
| 2026-03 | 18 | 70.5% | 34.9% | $8.00 | $266.5K | -$7.8M | 2.00 |
| 2026-02 | 19 | 82.7% | 48.9% | $11.00 | -$409.9K | -$6.5M | 2.83 |
| 2026-01 | 20 | 62.9% | 26.2% | $11.00 | $1.3M | -$65.4M | 0.12 |
This archive aggregates COMP's daily end-of-day options snapshots into monthly summaries, spanning 2021-05 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 COMP 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 71.7%, a month-end max-pain strike around $8.00, an average put/call ratio of 0.21.
2026
Jan | Feb | Mar | Apr | May | Jun
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked COMP history questions
- How much options history is available for COMP?
- This archive holds 62 months of COMP options analytics, spanning 2021-05 through 2026-06. Each entry is a monthly rollup of COMP'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 COMP archive.
- What data does each monthly COMP aggregate contain?
- Every monthly row summarizes that month of COMP 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 71.7%, an average IV rank of 19.3%, a month-end max-pain strike around $8.00, an average put/call ratio of 0.21.
- How is the COMP options-history archive built and how often does it update?
- The archive is derived from COMP'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 COMP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.