CorVel Corporation (CRVL) Options History
Historical options analytics archive for CRVL with monthly max pain, implied volatility, gamma exposure, and put/call data.
141 months of complete options data available.
CRVL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CRVL. 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 | 21 | 243.9% | 51.0% | $55.00 | $2.4K | -$118.9K | 1.44 |
| 2026-05 | 20 | 55.9% | 13.8% | $50.00 | $32.9K | -$722.9K | 0.24 |
| 2026-04 | 20 | 60.4% | 15.0% | $50.00 | $51.8K | -$1.2M | 0.03 |
| 2026-03 | 22 | 60.0% | 33.5% | $50.00 | -$7.0K | $100.0K | 24.82 |
| 2026-02 | 19 | 57.4% | 47.1% | $55.00 | -$14.7K | $319.6K | 22.04 |
| 2026-01 | 20 | 47.0% | 34.5% | $75.00 | $916 | -$21.5K | 0.20 |
This archive aggregates CRVL's daily end-of-day options snapshots into monthly summaries, spanning 2014-10 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 CRVL 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 243.9%, a month-end max-pain strike around $55.00, an average put/call ratio of 1.44.
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
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2021
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2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
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2017
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2016
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2015
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2014
Frequently asked CRVL history questions
- How much options history is available for CRVL?
- This archive holds 141 months of CRVL options analytics, spanning 2014-10 through 2026-06. Each entry is a monthly rollup of CRVL'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 CRVL archive.
- What data does each monthly CRVL aggregate contain?
- Every monthly row summarizes that month of CRVL 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 243.9%, an average IV rank of 51.0%, a month-end max-pain strike around $55.00, an average put/call ratio of 1.44.
- How is the CRVL options-history archive built and how often does it update?
- The archive is derived from CRVL'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 CRVL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.