Cooper-Standard Holdings Inc. (CPS) Options History
Historical options analytics archive for CPS with monthly max pain, implied volatility, gamma exposure, and put/call data.
149 months of complete options data available.
CPS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CPS. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 20 | 128.2% | 20.9% | $30.00 | -$135 | -$830.4K | 1.97 |
| 2026-06 | 18 | 54.4% | 3.3% | $20.00 | $33.6K | -$870.2K | 0.96 |
| 2026-05 | 17 | 99.2% | 29.8% | $30.00 | $116.9K | -$3.5M | 5.27 |
| 2026-04 | 19 | 91.9% | 49.9% | $30.00 | $49.2K | -$2.5M | 1.14 |
| 2026-03 | 20 | 65.9% | 24.8% | $30.00 | -$18.5K | -$975.1K | 1.53 |
| 2026-02 | 19 | 83.3% | 40.3% | $35.00 | $7.3K | -$5.1M | 28.62 |
This archive aggregates CPS's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-07. 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 CPS 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 (2026-07) shows an average ATM implied volatility near 128.2%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.97.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
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2023
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2022
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2021
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2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
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2018
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2017
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2016
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2015
2008
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2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CPS history questions
- How much options history is available for CPS?
- This archive holds 149 months of CPS options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of CPS'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 CPS archive.
- What data does each monthly CPS aggregate contain?
- Every monthly row summarizes that month of CPS 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, 2026-07 recorded an average ATM implied volatility near 128.2%, an average IV rank of 20.9%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.97.
- How is the CPS options-history archive built and how often does it update?
- The archive is derived from CPS'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 CPS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.