DXC Technology Company (DXC) Options History
Historical options analytics archive for DXC with monthly max pain, implied volatility, gamma exposure, and put/call data.
111 months of complete options data available.
DXC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DXC. 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 | 68.8% | 11.4% | $9.00 | $102.0K | -$2.4M | 0.76 |
| 2026-05 | 20 | 93.1% | 35.3% | $9.00 | $24.9K | -$2.0M | 1.42 |
| 2026-04 | 20 | 66.6% | 46.5% | $13.00 | -$52.6K | $332.9K | 1.55 |
| 2026-03 | 22 | 59.5% | 39.1% | $13.00 | -$3.0K | -$1.8M | 1.03 |
| 2026-02 | 19 | 51.8% | 31.1% | $15.00 | -$54.6K | $10.0M | 1.08 |
| 2026-01 | 20 | 48.7% | 27.9% | $14.00 | $29.7K | -$1.4M | 1.41 |
This archive aggregates DXC's daily end-of-day options snapshots into monthly summaries, spanning 2017-04 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 DXC 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 68.8%, a month-end max-pain strike around $9.00, an average put/call ratio of 0.76.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked DXC history questions
- How much options history is available for DXC?
- This archive holds 111 months of DXC options analytics, spanning 2017-04 through 2026-06. Each entry is a monthly rollup of DXC'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 DXC archive.
- What data does each monthly DXC aggregate contain?
- Every monthly row summarizes that month of DXC 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 68.8%, an average IV rank of 11.4%, a month-end max-pain strike around $9.00, an average put/call ratio of 0.76.
- How is the DXC options-history archive built and how often does it update?
- The archive is derived from DXC'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 DXC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.