Datacentrex, Inc. (DTCX) Options History
Historical options analytics archive for DTCX with monthly max pain, implied volatility, gamma exposure, and put/call data.
6 months of complete options data available.
DTCX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DTCX. 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 | 125.3% | - | $2.50 | $239 | $9.8K | 0.17 |
| 2026-05 | 20 | 165.6% | - | $2.50 | $1.4K | -$82.3K | 0.06 |
| 2026-04 | 21 | 158.2% | - | $2.50 | $1.4K | -$64.8K | 0.08 |
| 2026-03 | 22 | 142.2% | - | $2.50 | $1.6K | -$121.0K | 0.02 |
| 2026-02 | 19 | 210.9% | - | $5.00 | $115 | $13.9K | 0.00 |
| 2026-01 | 8 | 155.5% | - | $2.50 | $1.6K | $49.0K | 0.00 |
This archive aggregates DTCX's daily end-of-day options snapshots into monthly summaries, spanning 2026-01 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 DTCX 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 125.3%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.17.
2026
Jan | Feb | Mar | Apr | May | Jun
Frequently asked DTCX history questions
- How much options history is available for DTCX?
- This archive holds 6 months of DTCX options analytics, spanning 2026-01 through 2026-06. Each entry is a monthly rollup of DTCX'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 DTCX archive.
- What data does each monthly DTCX aggregate contain?
- Every monthly row summarizes that month of DTCX 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 125.3%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.17.
- How is the DTCX options-history archive built and how often does it update?
- The archive is derived from DTCX'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 DTCX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.