Dorman Products, Inc. (DORM) Options History
Historical options analytics archive for DORM with monthly max pain, implied volatility, gamma exposure, and put/call data.
168 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 37.9% | 44.5% | $125.00 | $11.8K | -$703.1K | 0.02 |
| 2026-05 | 20 | 39.4% | 48.9% | $125.00 | $11.5K | -$460.3K | 1.01 |
| 2026-04 | 21 | 45.0% | 61.6% | $110.00 | $21.7K | -$414.3K | 0.84 |
| 2026-03 | 22 | 39.5% | 36.2% | $105.00 | -$16.5K | $298.4K | 1.08 |
| 2026-02 | 19 | 40.9% | 39.1% | $130.00 | $4.7K | $82.0K | 1.32 |
| 2026-01 | 20 | 35.2% | 27.5% | $135.00 | -$9.2K | $85.4K | 0.49 |
This archive aggregates DORM's daily end-of-day options snapshots into monthly summaries, spanning 2012-07 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 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 (2026-06) shows an average ATM implied volatility near 37.9%, a month-end max-pain strike around $125.00, an average put/call ratio of 0.02.
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked DORM history questions
- How much options history is available for DORM?
- This archive holds 168 months of DORM options analytics, spanning 2012-07 through 2026-06. 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, 2026-06 recorded an average ATM implied volatility near 37.9%, an average IV rank of 44.5%, a month-end max-pain strike around $125.00, an average put/call ratio of 0.02.
- 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.