Eos Energy Enterprises, Inc. (EOSE) Options History
Historical options analytics archive for EOSE with monthly max pain, implied volatility, gamma exposure, and put/call data.
67 months of complete options data available.
EOSE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EOSE. 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 | 113.2% | 52.7% | $6.00 | $1.1M | -$138.6M | 0.44 |
| 2026-05 | 20 | 115.7% | 56.5% | $5.50 | $2.3M | -$347.5M | 0.22 |
| 2026-04 | 21 | 124.0% | 69.0% | $5.50 | $1.9M | -$233.2M | 0.31 |
| 2026-03 | 22 | 111.6% | 50.3% | $6.00 | $938.0K | -$112.2M | 0.39 |
| 2026-02 | 19 | 125.8% | 72.4% | $10.00 | $848.9K | -$80.4M | 0.27 |
| 2026-01 | 20 | 102.0% | 40.3% | $12.00 | $3.1M | -$814.5M | 0.29 |
This archive aggregates EOSE's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 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 EOSE 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 113.2%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.44.
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
Frequently asked EOSE history questions
- How much options history is available for EOSE?
- This archive holds 67 months of EOSE options analytics, spanning 2020-12 through 2026-06. Each entry is a monthly rollup of EOSE'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 EOSE archive.
- What data does each monthly EOSE aggregate contain?
- Every monthly row summarizes that month of EOSE 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 113.2%, an average IV rank of 52.7%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.44.
- How is the EOSE options-history archive built and how often does it update?
- The archive is derived from EOSE'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 EOSE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.