Dorman Products, Inc. (DORM) Options History
Historical options analytics archive for DORM with monthly max pain, implied volatility, gamma exposure, and put/call data.
171 months of complete options data available.
DORM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DORM. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 36.7% | 7.8% | $120.00 | $20.1K | $1.8M | 0.93 |
| 2026-08 | 21 | 42.2% | 9.6% | $135.00 | -$4.0K | $1.6M | 1.18 |
| 2026-07 | 22 | 61.4% | 24.3% | $115.00 | $20.4K | -$831.9K | 0.60 |
| 2026-06 | 21 | 37.9% | 44.4% | $125.00 | $11.8K | -$703.1K | 0.02 |
| 2026-05 | 20 | 39.4% | 48.8% | $125.00 | $11.5K | -$460.3K | 1.01 |
| 2026-04 | 21 | 45.0% | 61.3% | $110.00 | $21.7K | -$414.3K | 0.84 |
This archive aggregates DORM's daily end-of-day options snapshots into monthly summaries, spanning 2012-07 through 2026-09. 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 DORM 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 (2026-09) shows an average ATM implied volatility near 36.7%, a month-end max-pain strike around $120.00, an average put/call ratio of 0.93.
2026
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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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked DORM history questions
- How much options history is available for DORM?
- This archive holds 171 months of DORM options analytics, spanning 2012-07 through 2026-09. Each entry is a monthly rollup of DORM'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 DORM archive.
- What data does each monthly DORM aggregate contain?
- Every monthly row summarizes that month of DORM 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, 2026-09 recorded an average ATM implied volatility near 36.7%, an average IV rank of 7.8%, a month-end max-pain strike around $120.00, an average put/call ratio of 0.93.
- How is the DORM options-history archive built and how often does it update?
- The archive is derived from DORM'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 DORM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.