Equinox Gold Corp. (EQX) Options History

Historical options analytics archive for EQX with monthly max pain, implied volatility, gamma exposure, and put/call data.

74 months of complete options data available.

EQX monthly aggregates over the last 6 months: ATM IV, max pain, net GEX, and put/call ratioAverage ATM IVAverage ATM IV65%70%75%80%26-0126-0226-0326-0426-0526-06MonthIVMonth-End Max PainMonth-End Max Pain$10$11$12$13$14$1526-0126-0226-0326-0426-0526-06MonthStrike ($)Month-End Net GEXMonth-End Net GEX$1.0M$1.5M$2.0M$2.5M26-0126-0226-0326-0426-0526-06MonthGEXAverage P/C RatioAverage P/C Ratio0.300.400.5026-0126-0226-0326-0426-0526-06MonthP/C
Month-by-month aggregates from the EQX daily snapshot archive. IV and P/C are averages across days in the month; max pain and net GEX are end-of-month values.

EQX monthly aggregates

Month-by-month rollups derived from the daily snapshot archive for EQX. 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).

MonthDaysAvg ATM IVAvg IV RankEnd Max PainEnd Net GEXEnd Net DEXAvg P/C
2026-062182.0%26.8%$10.00$725.9K-$28.7M0.46
2026-052069.0%39.1%$10.00$1.2M-$80.1M0.38
2026-042169.1%58.4%$15.00$1.1M-$90.8M0.59
2026-032168.2%56.9%$10.00$1.9M-$135.7M0.23
2026-021967.3%55.6%$15.00$2.8M-$278.7M0.26
2026-012061.8%47.5%$15.00$2.2M-$149.2M0.28

This archive aggregates EQX's daily end-of-day options snapshots into monthly summaries, spanning 2020-05 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 EQX 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 82.0%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.46.

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

May | Jun | Jul | Aug | Sep | Oct | Nov | Dec

Frequently asked EQX history questions

How much options history is available for EQX?
This archive holds 74 months of EQX options analytics, spanning 2020-05 through 2026-06. Each entry is a monthly rollup of EQX'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 EQX archive.
What data does each monthly EQX aggregate contain?
Every monthly row summarizes that month of EQX 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 82.0%, an average IV rank of 26.8%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.46.
How is the EQX options-history archive built and how often does it update?
The archive is derived from EQX'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 EQX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.