Duolingo, Inc. (DUOL) Options History
Historical options analytics archive for DUOL with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
DUOL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DUOL. 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 | 66.0% | 20.2% | $120.00 | $290.1K | -$49.0M | 0.49 |
| 2026-05 | 20 | 66.0% | 20.4% | $110.00 | $2.7M | -$78.8M | 0.75 |
| 2026-04 | 21 | 93.4% | 49.7% | $105.00 | $2.8M | -$87.9M | 0.56 |
| 2026-03 | 22 | 70.2% | 24.9% | $98.00 | $1.2M | $13.1M | 1.09 |
| 2026-02 | 19 | 102.7% | 59.9% | $130.00 | -$6.9M | $310.1M | 1.99 |
| 2026-01 | 20 | 69.1% | 25.8% | $175.00 | -$8.1M | $302.4M | 2.74 |
This archive aggregates DUOL's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 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 DUOL 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 66.0%, a month-end max-pain strike around $120.00, an average put/call ratio of 0.49.
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 DUOL history questions
- How much options history is available for DUOL?
- This archive holds 58 months of DUOL options analytics, spanning 2021-09 through 2026-06. Each entry is a monthly rollup of DUOL'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 DUOL archive.
- What data does each monthly DUOL aggregate contain?
- Every monthly row summarizes that month of DUOL 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 66.0%, an average IV rank of 20.2%, a month-end max-pain strike around $120.00, an average put/call ratio of 0.49.
- How is the DUOL options-history archive built and how often does it update?
- The archive is derived from DUOL'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 DUOL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.