Gladstone Commercial Corporation (GOOD) Options History
Historical options analytics archive for GOOD with monthly max pain, implied volatility, gamma exposure, and put/call data.
156 months of complete options data available.
GOOD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GOOD. 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 | 96.8% | 19.7% | $12.50 | $48.9K | -$327.4K | 0.44 |
| 2026-05 | 20 | 132.1% | 29.7% | $12.50 | $26.6K | -$339.6K | 3.14 |
| 2026-04 | 21 | 101.8% | 25.3% | $12.50 | $24.8K | -$62.3K | 0.37 |
| 2026-03 | 22 | 48.6% | 41.4% | $12.50 | -$3.3K | $384.5K | 0.40 |
| 2026-02 | 19 | 22.6% | 13.6% | $12.50 | $3.1K | $126.4K | 1.17 |
| 2026-01 | 20 | 35.4% | 26.5% | $10.00 | -$7.2K | $468.7K | 2.89 |
This archive aggregates GOOD's daily end-of-day options snapshots into monthly summaries, spanning 2013-07 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 GOOD 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 96.8%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.44.
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
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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
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2018
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2017
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2016
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2015
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2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked GOOD history questions
- How much options history is available for GOOD?
- This archive holds 156 months of GOOD options analytics, spanning 2013-07 through 2026-06. Each entry is a monthly rollup of GOOD'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 GOOD archive.
- What data does each monthly GOOD aggregate contain?
- Every monthly row summarizes that month of GOOD 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 96.8%, an average IV rank of 19.7%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.44.
- How is the GOOD options-history archive built and how often does it update?
- The archive is derived from GOOD'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 GOOD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.