Granite Point Mortgage Trust Inc. (GPMT) Options History
Historical options analytics archive for GPMT with monthly max pain, implied volatility, gamma exposure, and put/call data.
101 months of complete options data available.
GPMT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GPMT. 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 | 21.9% | 0.4% | $2.50 | $871 | $20.0K | 0.99 |
| 2026-05 | 20 | 23.1% | 0.8% | - | $485 | $58.1K | 20.97 |
| 2026-04 | 21 | 23.4% | 0.7% | $2.50 | $2.8K | -$113.1K | 0.04 |
| 2026-03 | 22 | 74.0% | 13.5% | $2.50 | $1.4K | -$9.5K | 0.41 |
| 2026-02 | 19 | 125.1% | 27.2% | $2.50 | $3.4K | -$133.4K | 0.37 |
| 2026-01 | 20 | 174.3% | 42.9% | $2.50 | $6.9K | -$363.6K | 1.32 |
This archive aggregates GPMT's daily end-of-day options snapshots into monthly summaries, spanning 2018-02 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 GPMT 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 21.9%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.99.
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked GPMT history questions
- How much options history is available for GPMT?
- This archive holds 101 months of GPMT options analytics, spanning 2018-02 through 2026-06. Each entry is a monthly rollup of GPMT'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 GPMT archive.
- What data does each monthly GPMT aggregate contain?
- Every monthly row summarizes that month of GPMT 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 21.9%, an average IV rank of 0.4%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.99.
- How is the GPMT options-history archive built and how often does it update?
- The archive is derived from GPMT'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 GPMT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.