Dnow Inc. (DNOW) Options History
Historical options analytics archive for DNOW with monthly max pain, implied volatility, gamma exposure, and put/call data.
145 months of complete options data available.
DNOW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DNOW. 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 | 91.5% | 22.8% | $12.50 | $1.4M | -$23.3M | 0.23 |
| 2026-05 | 20 | 80.8% | 22.1% | $12.50 | $29.1K | -$1.2M | 0.46 |
| 2026-04 | 21 | 63.8% | 20.4% | $12.50 | $69.2K | -$2.7M | 0.55 |
| 2026-03 | 22 | 40.5% | 9.2% | $12.50 | $58.8K | -$1.3M | 0.64 |
| 2026-02 | 19 | 63.9% | 19.4% | $12.50 | $35.4K | -$737.5K | 0.31 |
| 2026-01 | 20 | 58.8% | 17.1% | $12.50 | $54.9K | -$2.5M | 0.48 |
This archive aggregates DNOW's daily end-of-day options snapshots into monthly summaries, spanning 2014-06 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 DNOW 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 91.5%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.23.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked DNOW history questions
- How much options history is available for DNOW?
- This archive holds 145 months of DNOW options analytics, spanning 2014-06 through 2026-06. Each entry is a monthly rollup of DNOW'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 DNOW archive.
- What data does each monthly DNOW aggregate contain?
- Every monthly row summarizes that month of DNOW 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 91.5%, an average IV rank of 22.8%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.23.
- How is the DNOW options-history archive built and how often does it update?
- The archive is derived from DNOW'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 DNOW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.