Excelerate Energy, Inc. (EE) Options History
Historical options analytics archive for EE with monthly max pain, implied volatility, gamma exposure, and put/call data.
178 months of complete options data available.
EE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EE. 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 | 42.5% | 24.2% | $32.00 | -$4.4K | -$911.8K | 41.92 |
| 2026-05 | 20 | 51.7% | 41.8% | $32.00 | -$45.2K | $613.7K | 56.22 |
| 2026-04 | 21 | 56.0% | 46.5% | $33.00 | -$65.7K | -$261.3K | 3.82 |
| 2026-03 | 21 | 49.7% | 32.8% | $30.00 | -$11.6K | $17.7K | 2.07 |
| 2026-02 | 19 | 49.9% | 33.0% | $37.00 | $76.8K | -$2.5M | 0.09 |
| 2026-01 | 20 | 46.7% | 28.7% | $20.00 | $49.8K | -$4.5M | 6.87 |
This archive aggregates EE's daily end-of-day options snapshots into monthly summaries, spanning 2009-04 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 EE 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 42.5%, a month-end max-pain strike around $32.00, an average put/call ratio of 41.92.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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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
2009
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked EE history questions
- How much options history is available for EE?
- This archive holds 178 months of EE options analytics, spanning 2009-04 through 2026-06. Each entry is a monthly rollup of EE'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 EE archive.
- What data does each monthly EE aggregate contain?
- Every monthly row summarizes that month of EE 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 42.5%, an average IV rank of 24.2%, a month-end max-pain strike around $32.00, an average put/call ratio of 41.92.
- How is the EE options-history archive built and how often does it update?
- The archive is derived from EE'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 EE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.