Evergy, Inc. (EVRG) Options History
Historical options analytics archive for EVRG with monthly max pain, implied volatility, gamma exposure, and put/call data.
95 months of complete options data available.
EVRG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EVRG. 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 | 21.0% | 2.9% | $82.50 | $1.1M | -$14.1M | 1.49 |
| 2026-05 | 20 | 40.0% | 6.9% | $75.00 | $1.1M | -$9.5M | 0.56 |
| 2026-04 | 21 | 64.9% | 13.9% | $80.00 | $709.5K | -$11.3M | 0.65 |
| 2026-03 | 22 | 44.2% | 37.0% | $77.50 | $621.3K | -$10.3M | 0.36 |
| 2026-02 | 19 | 22.5% | 32.5% | $72.50 | $814.4K | -$15.9M | 0.70 |
| 2026-01 | 20 | 17.9% | 19.9% | $75.00 | $1.1M | -$7.1M | 1.04 |
This archive aggregates EVRG's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 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 EVRG 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 21.0%, a month-end max-pain strike around $82.50, an average put/call ratio of 1.49.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked EVRG history questions
- How much options history is available for EVRG?
- This archive holds 95 months of EVRG options analytics, spanning 2018-08 through 2026-06. Each entry is a monthly rollup of EVRG'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 EVRG archive.
- What data does each monthly EVRG aggregate contain?
- Every monthly row summarizes that month of EVRG 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 21.0%, an average IV rank of 2.9%, a month-end max-pain strike around $82.50, an average put/call ratio of 1.49.
- How is the EVRG options-history archive built and how often does it update?
- The archive is derived from EVRG'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 EVRG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.