National Vision Holdings, Inc. (EYE) Options History
Historical options analytics archive for EYE with monthly max pain, implied volatility, gamma exposure, and put/call data.
125 months of complete options data available.
EYE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EYE. 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 | 62.2% | 27.2% | $22.50 | $10.9K | -$429.0K | 3.05 |
| 2026-05 | 20 | 76.6% | 48.7% | $22.50 | $302.4K | -$3.8M | 1.25 |
| 2026-04 | 20 | 70.3% | 49.7% | $25.00 | -$97 | $6.4M | 2.08 |
| 2026-03 | 21 | 53.6% | 25.8% | $30.00 | -$3.2K | $3.8M | 0.57 |
| 2026-02 | 19 | 60.9% | 35.2% | $25.00 | $13.6K | -$285.6K | 2.02 |
| 2026-01 | 20 | 48.5% | 22.0% | $25.00 | $53.8K | -$713.3K | 1.91 |
This archive aggregates EYE'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 EYE 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 62.2%, a month-end max-pain strike around $22.50, an average put/call ratio of 3.05.
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked EYE history questions
- How much options history is available for EYE?
- This archive holds 125 months of EYE options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of EYE'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 EYE archive.
- What data does each monthly EYE aggregate contain?
- Every monthly row summarizes that month of EYE 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 62.2%, an average IV rank of 27.2%, a month-end max-pain strike around $22.50, an average put/call ratio of 3.05.
- How is the EYE options-history archive built and how often does it update?
- The archive is derived from EYE'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 EYE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.