8x8, Inc. (EGHT) Options History
Historical options analytics archive for EGHT with monthly max pain, implied volatility, gamma exposure, and put/call data.
181 months of complete options data available.
EGHT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EGHT. 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 | 140.9% | 29.5% | $2.00 | $10.1K | -$423.2K | 0.14 |
| 2026-05 | 20 | 157.5% | 34.1% | $2.00 | $13.6K | -$679.1K | 0.11 |
| 2026-04 | 21 | 187.8% | 43.0% | $2.00 | $6.8K | -$194.6K | 0.59 |
| 2026-03 | 21 | 129.5% | 34.6% | $1.50 | $1.7K | -$91.0K | 0.83 |
| 2026-02 | 19 | 80.8% | 17.8% | $2.50 | $3.6K | -$145.8K | 1.31 |
| 2026-01 | 20 | 155.6% | 45.8% | $2.00 | $6.8K | -$203.9K | 0.02 |
This archive aggregates EGHT's daily end-of-day options snapshots into monthly summaries, spanning 2011-06 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 EGHT 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 140.9%, a month-end max-pain strike around $2.00, an average put/call ratio of 0.14.
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
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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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked EGHT history questions
- How much options history is available for EGHT?
- This archive holds 181 months of EGHT options analytics, spanning 2011-06 through 2026-06. Each entry is a monthly rollup of EGHT'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 EGHT archive.
- What data does each monthly EGHT aggregate contain?
- Every monthly row summarizes that month of EGHT 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 140.9%, an average IV rank of 29.5%, a month-end max-pain strike around $2.00, an average put/call ratio of 0.14.
- How is the EGHT options-history archive built and how often does it update?
- The archive is derived from EGHT'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 EGHT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.