Corpay, Inc. (CPAY) Options History
Historical options analytics archive for CPAY with monthly max pain, implied volatility, gamma exposure, and put/call data.
27 months of complete options data available.
CPAY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CPAY. 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 | 18 | 36.0% | 37.5% | $360.00 | $552.7K | -$8.1M | 1.00 |
| 2026-05 | 15 | 41.4% | 53.8% | $260.00 | $604.1K | -$20.5M | 0.78 |
| 2026-04 | 16 | 41.9% | 51.8% | $320.00 | $489.6K | -$2.0M | 0.80 |
| 2026-03 | 20 | 42.1% | 43.5% | $300.00 | $80.4K | $4.4M | 0.95 |
| 2026-02 | 19 | 35.3% | 29.8% | $330.00 | $438.7K | -$7.0M | 0.45 |
| 2026-01 | 20 | 31.1% | 23.6% | $300.00 | $1.4M | -$17.9M | 0.29 |
This archive aggregates CPAY's daily end-of-day options snapshots into monthly summaries, spanning 2024-04 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 CPAY 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 36.0%, a month-end max-pain strike around $360.00, an average put/call ratio of 1.00.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CPAY history questions
- How much options history is available for CPAY?
- This archive holds 27 months of CPAY options analytics, spanning 2024-04 through 2026-06. Each entry is a monthly rollup of CPAY'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 CPAY archive.
- What data does each monthly CPAY aggregate contain?
- Every monthly row summarizes that month of CPAY 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 36.0%, an average IV rank of 37.5%, a month-end max-pain strike around $360.00, an average put/call ratio of 1.00.
- How is the CPAY options-history archive built and how often does it update?
- The archive is derived from CPAY'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 CPAY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.