Equinor ASA (EQNR) Options History
Historical options analytics archive for EQNR with monthly max pain, implied volatility, gamma exposure, and put/call data.
98 months of complete options data available.
EQNR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EQNR. 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 | 38.2% | 50.8% | $40.00 | $556.0K | -$62.0M | 2.74 |
| 2026-08 | 21 | 37.1% | 47.8% | $41.00 | $2.4M | -$102.2M | 1.66 |
| 2026-07 | 22 | 40.6% | 57.3% | $38.00 | $2.8M | -$134.9M | 0.73 |
| 2026-06 | 21 | 39.5% | 54.4% | $34.00 | $265.2K | $7.3M | 0.97 |
| 2026-05 | 20 | 44.4% | 67.9% | $38.00 | -$435.5K | $2.2M | 0.81 |
| 2026-04 | 21 | 48.4% | 76.2% | $38.00 | $1.1M | -$81.3M | 1.19 |
This archive aggregates EQNR's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 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 EQNR 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 38.2%, a month-end max-pain strike around $40.00, an average put/call ratio of 2.74.
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
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked EQNR history questions
- How much options history is available for EQNR?
- This archive holds 98 months of EQNR options analytics, spanning 2018-08 through 2026-09. Each entry is a monthly rollup of EQNR'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 EQNR archive.
- What data does each monthly EQNR aggregate contain?
- Every monthly row summarizes that month of EQNR 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 38.2%, an average IV rank of 50.8%, a month-end max-pain strike around $40.00, an average put/call ratio of 2.74.
- How is the EQNR options-history archive built and how often does it update?
- The archive is derived from EQNR'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 EQNR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.