Docebo Inc. (DCBO) Options History
Historical options analytics archive for DCBO with monthly max pain, implied volatility, gamma exposure, and put/call data.
60 months of complete options data available.
DCBO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DCBO. 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 | 126.6% | 28.2% | $17.50 | -$2.4K | $6.3K | 5.31 |
| 2026-05 | 20 | 69.6% | 12.5% | - | $74.6K | -$972.1K | 0.92 |
| 2026-04 | 21 | 108.0% | 26.8% | $20.00 | $4.0K | -$91.2K | 11.33 |
| 2026-03 | 22 | 117.2% | 32.4% | $20.00 | $1.1K | $16.8K | 5.41 |
| 2026-02 | 19 | 61.4% | 12.5% | $30.00 | $1.3K | $875.1K | 4.36 |
| 2026-01 | 20 | 88.9% | 25.1% | $30.00 | $2.0K | $6.9K | 0.35 |
This archive aggregates DCBO's daily end-of-day options snapshots into monthly summaries, spanning 2021-07 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 DCBO 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 126.6%, a month-end max-pain strike around $17.50, an average put/call ratio of 5.31.
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked DCBO history questions
- How much options history is available for DCBO?
- This archive holds 60 months of DCBO options analytics, spanning 2021-07 through 2026-06. Each entry is a monthly rollup of DCBO'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 DCBO archive.
- What data does each monthly DCBO aggregate contain?
- Every monthly row summarizes that month of DCBO 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 126.6%, an average IV rank of 28.2%, a month-end max-pain strike around $17.50, an average put/call ratio of 5.31.
- How is the DCBO options-history archive built and how often does it update?
- The archive is derived from DCBO'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 DCBO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.