GE Vernova Inc. (GEV) Options History
Historical options analytics archive for GEV with monthly max pain, implied volatility, gamma exposure, and put/call data.
27 months of complete options data available.
GEV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GEV. 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 | 53.6% | 59.1% | $1000.00 | $79.6M | -$5.80B | 1.10 |
| 2026-05 | 20 | 50.0% | 44.0% | $950.00 | -$53.8M | -$1.72B | 1.27 |
| 2026-04 | 21 | 53.0% | 35.9% | $910.00 | $35.3M | -$5.00B | 1.05 |
| 2026-03 | 22 | 53.7% | 23.1% | $800.00 | $40.6M | -$2.79B | 0.98 |
| 2026-02 | 19 | 49.3% | 15.8% | $730.00 | $67.6M | -$4.08B | 0.91 |
| 2026-01 | 20 | 48.1% | 13.8% | $630.00 | $145.7M | -$3.18B | 0.83 |
This archive aggregates GEV's daily end-of-day options snapshots into monthly summaries, spanning 2024-04 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 GEV 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 53.6%, a month-end max-pain strike around $1000.00, an average put/call ratio of 1.10.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked GEV history questions
- How much options history is available for GEV?
- This archive holds 27 months of GEV options analytics, spanning 2024-04 through 2026-06. Each entry is a monthly rollup of GEV'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 GEV archive.
- What data does each monthly GEV aggregate contain?
- Every monthly row summarizes that month of GEV 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 53.6%, an average IV rank of 59.1%, a month-end max-pain strike around $1000.00, an average put/call ratio of 1.10.
- How is the GEV options-history archive built and how often does it update?
- The archive is derived from GEV'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 GEV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.