Everest Group, Ltd. (EG) Options History
Historical options analytics archive for EG with monthly max pain, implied volatility, gamma exposure, and put/call data.
35 months of complete options data available.
EG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EG. 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 | 23.0% | 31.9% | $330.00 | $277.8K | -$5.4M | 1.51 |
| 2026-05 | 20 | 23.5% | 34.1% | $330.00 | $843.6K | -$22.3M | 2.59 |
| 2026-04 | 21 | 30.3% | 59.2% | $330.00 | $1.2M | -$53.4M | 1.48 |
| 2026-03 | 21 | 26.8% | 30.1% | $330.00 | -$914.3K | -$19.7M | 23.26 |
| 2026-02 | 19 | 26.3% | 28.6% | $330.00 | -$1.1M | -$29.2M | 4.32 |
| 2026-01 | 20 | 27.5% | 32.1% | $330.00 | $805.0K | -$33.1M | 1.59 |
This archive aggregates EG's daily end-of-day options snapshots into monthly summaries, spanning 2023-08 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 EG 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 23.0%, a month-end max-pain strike around $330.00, an average put/call ratio of 1.51.
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
Frequently asked EG history questions
- How much options history is available for EG?
- This archive holds 35 months of EG options analytics, spanning 2023-08 through 2026-06. Each entry is a monthly rollup of EG'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 EG archive.
- What data does each monthly EG aggregate contain?
- Every monthly row summarizes that month of EG 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 23.0%, an average IV rank of 31.9%, a month-end max-pain strike around $330.00, an average put/call ratio of 1.51.
- How is the EG options-history archive built and how often does it update?
- The archive is derived from EG'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 EG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.