Dime Community Bancshares, Inc. (DCOM) Options History
Historical options analytics archive for DCOM with monthly max pain, implied volatility, gamma exposure, and put/call data.
218 months of complete options data available.
DCOM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DCOM. 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 | 45.1% | 25.3% | $40.00 | -$34.7K | $29.7K | 20.05 |
| 2026-05 | 20 | 52.6% | 32.8% | $35.00 | $29.1K | -$365.7K | 4.08 |
| 2026-04 | 21 | 47.3% | 27.5% | $30.00 | $24.0K | -$290.8K | 2.51 |
| 2026-03 | 22 | 53.1% | 33.3% | $35.00 | -$72.5K | $1.1M | 8.44 |
| 2026-02 | 19 | 46.2% | 26.3% | $35.00 | $28.7K | $382.5K | 89.63 |
| 2026-01 | 20 | 47.2% | 27.4% | $30.00 | $88.5K | -$1.1M | 55.15 |
This archive aggregates DCOM's daily end-of-day options snapshots into monthly summaries, spanning 2008-05 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 DCOM 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 45.1%, a month-end max-pain strike around $40.00, an average put/call ratio of 20.05.
2026
Jan | Feb | Mar | Apr | May | Jun
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
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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Frequently asked DCOM history questions
- How much options history is available for DCOM?
- This archive holds 218 months of DCOM options analytics, spanning 2008-05 through 2026-06. Each entry is a monthly rollup of DCOM'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 DCOM archive.
- What data does each monthly DCOM aggregate contain?
- Every monthly row summarizes that month of DCOM 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 45.1%, an average IV rank of 25.3%, a month-end max-pain strike around $40.00, an average put/call ratio of 20.05.
- How is the DCOM options-history archive built and how often does it update?
- The archive is derived from DCOM'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 DCOM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.