Expand Energy Corporation (EXE) Options History
Historical options analytics archive for EXE with monthly max pain, implied volatility, gamma exposure, and put/call data.
36 months of complete options data available.
EXE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EXE. 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 | 29.7% | 28.3% | $90.00 | -$8.4M | $22.5M | 2.83 |
| 2026-05 | 20 | 31.6% | 42.3% | $100.00 | -$23.0M | $153.7M | 3.43 |
| 2026-04 | 21 | 35.4% | 48.9% | $100.00 | -$1.7M | -$80.8M | 3.34 |
| 2026-03 | 22 | 39.0% | 35.8% | $110.00 | $7.1M | -$141.3M | 3.23 |
| 2026-02 | 19 | 38.6% | 37.1% | $110.00 | $1.2M | -$113.8M | 1.65 |
| 2026-01 | 20 | 32.5% | 26.4% | $105.00 | $5.9M | -$186.6M | 2.11 |
This archive aggregates EXE's daily end-of-day options snapshots into monthly summaries, spanning 2011-05 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 EXE 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 29.7%, a month-end max-pain strike around $90.00, an average put/call ratio of 2.83.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
2012
Jan | Feb | Mar | Apr | May | Jun | Jul
2011
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked EXE history questions
- How much options history is available for EXE?
- This archive holds 36 months of EXE options analytics, spanning 2011-05 through 2026-06. Each entry is a monthly rollup of EXE'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 EXE archive.
- What data does each monthly EXE aggregate contain?
- Every monthly row summarizes that month of EXE 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 29.7%, an average IV rank of 28.3%, a month-end max-pain strike around $90.00, an average put/call ratio of 2.83.
- How is the EXE options-history archive built and how often does it update?
- The archive is derived from EXE'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 EXE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.