DT Midstream, Inc. (DTM) Options History
Historical options analytics archive for DTM with monthly max pain, implied volatility, gamma exposure, and put/call data.
59 months of complete options data available.
DTM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DTM. 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 | 90.8% | 16.1% | $140.00 | $1.1M | -$12.4M | 0.11 |
| 2026-05 | 20 | 58.7% | 9.5% | $100.00 | $985.9K | -$6.4M | 0.30 |
| 2026-04 | 21 | 74.3% | 13.2% | $125.00 | $898.4K | -$15.9M | 0.48 |
| 2026-03 | 22 | 53.8% | 28.0% | $130.00 | $545.2K | -$3.7M | 0.06 |
| 2026-02 | 19 | 22.2% | 18.9% | $115.00 | $855.4K | -$13.2M | 0.98 |
| 2026-01 | 20 | 27.3% | 28.8% | $120.00 | $622.3K | -$6.1M | 0.19 |
This archive aggregates DTM's daily end-of-day options snapshots into monthly summaries, spanning 2021-08 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 DTM 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 90.8%, a month-end max-pain strike around $140.00, an average put/call ratio of 0.11.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Frequently asked DTM history questions
- How much options history is available for DTM?
- This archive holds 59 months of DTM options analytics, spanning 2021-08 through 2026-06. Each entry is a monthly rollup of DTM'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 DTM archive.
- What data does each monthly DTM aggregate contain?
- Every monthly row summarizes that month of DTM 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 90.8%, an average IV rank of 16.1%, a month-end max-pain strike around $140.00, an average put/call ratio of 0.11.
- How is the DTM options-history archive built and how often does it update?
- The archive is derived from DTM'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 DTM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.