Eni S.p.A. (E) Options History
Historical options analytics archive for E with monthly max pain, implied volatility, gamma exposure, and put/call data.
195 months of complete options data available.
E monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for E. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 32.6% | 4.7% | $42.50 | $19.9K | -$3.9M | 0.74 |
| 2026-08 | 21 | 31.8% | 4.7% | $52.50 | -$87.0K | -$2.1M | 2.46 |
| 2026-07 | 22 | 169.3% | 33.1% | $42.50 | $185.6K | -$11.0M | 6.16 |
| 2026-06 | 21 | 170.8% | 30.4% | $47.50 | -$194.1K | $4.3M | 30.12 |
| 2026-05 | 20 | 104.4% | 27.4% | $50.00 | $108.6K | -$2.4M | 1.46 |
| 2026-04 | 21 | 33.1% | 23.4% | $40.00 | $172.1K | -$7.6M | 1.47 |
This archive aggregates E's daily end-of-day options snapshots into monthly summaries, spanning 2010-07 through 2026-09. 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 E 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 (2026-09) shows an average ATM implied volatility near 32.6%, a month-end max-pain strike around $42.50, an average put/call ratio of 0.74.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked E history questions
- How much options history is available for E?
- This archive holds 195 months of E options analytics, spanning 2010-07 through 2026-09. Each entry is a monthly rollup of E'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 E archive.
- What data does each monthly E aggregate contain?
- Every monthly row summarizes that month of E 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, 2026-09 recorded an average ATM implied volatility near 32.6%, an average IV rank of 4.7%, a month-end max-pain strike around $42.50, an average put/call ratio of 0.74.
- How is the E options-history archive built and how often does it update?
- The archive is derived from E'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 E's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.