Element Solutions Inc (ESI) Options History
Historical options analytics archive for ESI with monthly max pain, implied volatility, gamma exposure, and put/call data.
205 months of complete options data available.
ESI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ESI. 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 | 53.1% | 57.9% | $46.00 | $309.8K | -$23.4M | 9.03 |
| 2026-05 | 20 | 46.5% | 46.6% | $33.00 | -$1.1M | $949.9K | 53.01 |
| 2026-04 | 21 | 49.7% | 47.8% | $39.00 | -$1.5M | -$31.1M | 58.82 |
| 2026-03 | 21 | 45.7% | 34.3% | $30.00 | $406.1K | -$21.2M | 9.84 |
| 2026-02 | 19 | 39.9% | 28.1% | $35.00 | -$613.9K | -$2.5M | 43.00 |
| 2026-01 | 20 | 40.2% | 28.9% | $30.00 | -$169.8K | $1.6M | 26.83 |
This archive aggregates ESI's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 ESI 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 53.1%, a month-end max-pain strike around $46.00, an average put/call ratio of 9.03.
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
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2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov
2009
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2008
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2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ESI history questions
- How much options history is available for ESI?
- This archive holds 205 months of ESI options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of ESI'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 ESI archive.
- What data does each monthly ESI aggregate contain?
- Every monthly row summarizes that month of ESI 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 53.1%, an average IV rank of 57.9%, a month-end max-pain strike around $46.00, an average put/call ratio of 9.03.
- How is the ESI options-history archive built and how often does it update?
- The archive is derived from ESI'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 ESI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.