Custom Truck One Source, Inc. (CTOS) Options History

Historical options analytics archive for CTOS with monthly max pain, implied volatility, gamma exposure, and put/call data.

63 months of complete options data available.

CTOS monthly aggregates over the last 6 months: ATM IV, max pain, net GEX, and put/call ratioAverage ATM IVAverage ATM IV80%100%120%140%160%180%26-0126-0226-0326-0426-0526-06MonthIVMonth-End Max PainMonth-End Max Pain$5$6$7$8$9$1026-0126-0226-0326-0426-0526-06MonthStrike ($)Month-End Net GEXMonth-End Net GEX$20.0K$40.0K$60.0K26-0126-0226-0326-0426-0526-06MonthGEXAverage P/C RatioAverage P/C Ratio2.004.006.008.0026-0126-0226-0326-0426-0526-06MonthP/C
Month-by-month aggregates from the CTOS daily snapshot archive. IV and P/C are averages across days in the month; max pain and net GEX are end-of-month values.

CTOS monthly aggregates

Month-by-month rollups derived from the daily snapshot archive for CTOS. 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).

MonthDaysAvg ATM IVAvg IV RankEnd Max PainEnd Net GEXEnd Net DEXAvg P/C
2026-0621186.2%44.2%$10.00$44.2K-$3.0M0.02
2026-0520107.0%36.2%$10.00$76.8K-$1.8M1.08
2026-042185.2%25.3%$10.00$234-$125.5K1.06
2026-032277.4%18.5%$7.50$5.6K-$67.8K1.16
2026-021983.2%20.7%$7.50$8.5K-$215.8K9.88
2026-0120107.2%30.1%$5.00$4.6K-$124.1K0.50

This archive aggregates CTOS's daily end-of-day options snapshots into monthly summaries, spanning 2021-04 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 CTOS 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 186.2%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.02.

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

Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec

Frequently asked CTOS history questions

How much options history is available for CTOS?
This archive holds 63 months of CTOS options analytics, spanning 2021-04 through 2026-06. Each entry is a monthly rollup of CTOS'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 CTOS archive.
What data does each monthly CTOS aggregate contain?
Every monthly row summarizes that month of CTOS 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 186.2%, an average IV rank of 44.2%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.02.
How is the CTOS options-history archive built and how often does it update?
The archive is derived from CTOS'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 CTOS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.