GATX Corporation (GATX) Options History
Historical options analytics archive for GATX with monthly max pain, implied volatility, gamma exposure, and put/call data.
121 months of complete options data available.
GATX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GATX. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 21 | 106.2% | 20.2% | $185.00 | $76.1K | $208.5K | 0.74 |
| 2026-06 | 18 | 27.2% | 2.2% | $170.00 | $76.6K | $147.4K | 0.69 |
| 2026-05 | 20 | 52.4% | 7.8% | $170.00 | $3.5K | $1.4M | 5.69 |
| 2026-04 | 18 | 54.2% | 10.5% | $200.00 | $209.8K | -$3.7M | 2.72 |
| 2026-03 | 22 | 27.7% | 21.7% | $170.00 | $94.6K | -$1.2M | 2.03 |
| 2026-02 | 19 | 30.7% | 29.2% | $160.00 | $224.6K | -$4.3M | 0.80 |
This archive aggregates GATX's daily end-of-day options snapshots into monthly summaries, spanning 2016-07 through 2026-07. 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 GATX 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 (2026-07) shows an average ATM implied volatility near 106.2%, a month-end max-pain strike around $185.00, an average put/call ratio of 0.74.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
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2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked GATX history questions
- How much options history is available for GATX?
- This archive holds 121 months of GATX options analytics, spanning 2016-07 through 2026-07. Each entry is a monthly rollup of GATX'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 GATX archive.
- What data does each monthly GATX aggregate contain?
- Every monthly row summarizes that month of GATX 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, 2026-07 recorded an average ATM implied volatility near 106.2%, an average IV rank of 20.2%, a month-end max-pain strike around $185.00, an average put/call ratio of 0.74.
- How is the GATX options-history archive built and how often does it update?
- The archive is derived from GATX'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 GATX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.