CSW Industrials, Inc. (CSW) Options History
Historical options analytics archive for CSW with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
CSW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CSW. 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 | 37.7% | 39.2% | $250.00 | $60.0K | -$890.8K | 0.76 |
| 2026-05 | 20 | 42.7% | 53.3% | $300.00 | $249.2K | -$3.6M | 0.08 |
| 2026-04 | 21 | 37.9% | 44.9% | $250.00 | $70.3K | -$1.1M | 0.00 |
| 2026-03 | 22 | 47.0% | 69.5% | $250.00 | $44.8K | -$660.4K | 0.42 |
| 2026-02 | 19 | 37.4% | 44.1% | $300.00 | $85.0K | -$1.7M | 0.12 |
| 2026-01 | 20 | 35.8% | 39.6% | $310.00 | -$19.2K | $1.4M | 4.28 |
This archive aggregates CSW's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 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 CSW 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 37.7%, a month-end max-pain strike around $250.00, an average put/call ratio of 0.76.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CSW history questions
- How much options history is available for CSW?
- This archive holds 13 months of CSW options analytics, spanning 2025-06 through 2026-06. Each entry is a monthly rollup of CSW'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 CSW archive.
- What data does each monthly CSW aggregate contain?
- Every monthly row summarizes that month of CSW 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 37.7%, an average IV rank of 39.2%, a month-end max-pain strike around $250.00, an average put/call ratio of 0.76.
- How is the CSW options-history archive built and how often does it update?
- The archive is derived from CSW'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 CSW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.