Dow Inc. (DOW) Options History
Historical options analytics archive for DOW with monthly max pain, implied volatility, gamma exposure, and put/call data.
218 months of complete options data available.
DOW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DOW. 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 | 41.3% | 14.0% | $30.00 | -$1.9M | $97.4M | 1.20 |
| 2026-08 | 21 | 39.8% | 8.1% | $32.00 | $1.2M | $29.9M | 0.72 |
| 2026-07 | 22 | 47.3% | 37.7% | $30.00 | $1.0M | -$228.9K | 0.75 |
| 2026-06 | 21 | 45.7% | 33.5% | $31.00 | -$3.5M | $182.8M | 0.80 |
| 2026-05 | 20 | 47.0% | 40.6% | $37.50 | -$2.9M | $21.2M | 0.79 |
| 2026-04 | 21 | 51.8% | 50.3% | $37.50 | $13.4M | -$667.4M | 0.58 |
This archive aggregates DOW's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 DOW 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 41.3%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.20.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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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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 DOW history questions
- How much options history is available for DOW?
- This archive holds 218 months of DOW options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of DOW'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 DOW archive.
- What data does each monthly DOW aggregate contain?
- Every monthly row summarizes that month of DOW 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 41.3%, an average IV rank of 14.0%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.20.
- How is the DOW options-history archive built and how often does it update?
- The archive is derived from DOW'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 DOW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.