Leonardo DRS, Inc. (DRS) Options History
Historical options analytics archive for DRS with monthly max pain, implied volatility, gamma exposure, and put/call data.
65 months of complete options data available.
DRS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DRS. 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 | 43.6% | 48.1% | $42.00 | $213.0K | -$2.7M | 0.52 |
| 2026-05 | 20 | 43.1% | 47.0% | $40.00 | $372.8K | -$11.3M | 0.31 |
| 2026-04 | 21 | 50.9% | 62.1% | $41.00 | $67.4K | -$873.9K | 0.72 |
| 2026-03 | 22 | 50.3% | 46.7% | $37.00 | $399.6K | -$8.1M | 0.37 |
| 2026-02 | 19 | 46.1% | 39.0% | $40.00 | $436.1K | -$8.8M | 0.21 |
| 2026-01 | 20 | 39.6% | 27.0% | $40.00 | $271.1K | -$5.5M | 0.95 |
This archive aggregates DRS's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 DRS 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 43.6%, a month-end max-pain strike around $42.00, an average put/call ratio of 0.52.
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
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked DRS history questions
- How much options history is available for DRS?
- This archive holds 65 months of DRS options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of DRS'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 DRS archive.
- What data does each monthly DRS aggregate contain?
- Every monthly row summarizes that month of DRS 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 43.6%, an average IV rank of 48.1%, a month-end max-pain strike around $42.00, an average put/call ratio of 0.52.
- How is the DRS options-history archive built and how often does it update?
- The archive is derived from DRS'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 DRS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.