Cavco Industries, Inc. (CVCO) Options History
Historical options analytics archive for CVCO with monthly max pain, implied volatility, gamma exposure, and put/call data.
125 months of complete options data available.
CVCO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CVCO. 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 | 22 | 48.6% | 62.0% | $560.00 | $744.1K | -$70.5M | 1.08 |
| 2026-06 | 21 | 44.2% | 48.2% | $530.00 | $653.9K | -$83.0M | 0.41 |
| 2026-05 | 20 | 48.4% | 69.3% | - | $1.5M | -$76.8M | 0.74 |
| 2026-04 | 21 | 38.3% | 26.8% | $510.00 | $59.9K | -$1.3M | 0.40 |
| 2026-03 | 22 | 43.3% | 22.7% | $520.00 | $25.1K | -$321.7K | 1.57 |
| 2026-02 | 19 | 45.1% | 26.8% | $550.00 | -$96.8K | -$1.7M | 2.51 |
This archive aggregates CVCO's daily end-of-day options snapshots into monthly summaries, spanning 2016-03 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 CVCO 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 48.6%, a month-end max-pain strike around $560.00, an average put/call ratio of 1.08.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CVCO history questions
- How much options history is available for CVCO?
- This archive holds 125 months of CVCO options analytics, spanning 2016-03 through 2026-07. Each entry is a monthly rollup of CVCO'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 CVCO archive.
- What data does each monthly CVCO aggregate contain?
- Every monthly row summarizes that month of CVCO 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 48.6%, an average IV rank of 62.0%, a month-end max-pain strike around $560.00, an average put/call ratio of 1.08.
- How is the CVCO options-history archive built and how often does it update?
- The archive is derived from CVCO'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 CVCO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.