Douglas Emmett, Inc. (DEI) Options History
Historical options analytics archive for DEI with monthly max pain, implied volatility, gamma exposure, and put/call data.
233 months of complete options data available.
DEI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DEI. 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 | 53.8% | 24.4% | $12.50 | $716.9K | -$4.2M | 0.95 |
| 2026-05 | 20 | 63.7% | 34.0% | $12.50 | $467.4K | -$5.9M | 0.41 |
| 2026-04 | 21 | 74.3% | 41.6% | $11.00 | $238.1K | -$4.3M | 1.61 |
| 2026-03 | 22 | 64.5% | 31.3% | $10.00 | $19.6K | $220.6K | 39.39 |
| 2026-02 | 19 | 44.0% | 19.7% | $10.00 | $88.5K | -$935.6K | 0.68 |
| 2026-01 | 20 | 52.6% | 25.9% | $10.00 | $313.5K | -$4.1M | 5.14 |
This archive aggregates DEI's daily end-of-day options snapshots into monthly summaries, spanning 2007-02 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 DEI 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 53.8%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.95.
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
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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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2007
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Frequently asked DEI history questions
- How much options history is available for DEI?
- This archive holds 233 months of DEI options analytics, spanning 2007-02 through 2026-06. Each entry is a monthly rollup of DEI'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 DEI archive.
- What data does each monthly DEI aggregate contain?
- Every monthly row summarizes that month of DEI 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 53.8%, an average IV rank of 24.4%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.95.
- How is the DEI options-history archive built and how often does it update?
- The archive is derived from DEI'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 DEI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.