Hyatt Hotels Corporation (H) Options History
Historical options analytics archive for H with monthly max pain, implied volatility, gamma exposure, and put/call data.
207 months of complete options data available.
H monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for H. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 34.5% | 39.0% | $170.00 | $48.9K | -$278.9K | 3.65 |
| 2026-08 | 21 | 32.7% | 31.5% | $185.00 | $29.1K | -$76.8K | 6.29 |
| 2026-07 | 22 | 39.1% | 58.5% | $190.00 | -$165.4K | $3.9M | 3.70 |
| 2026-06 | 21 | 37.4% | 53.0% | $185.00 | $514.8K | -$10.9M | 0.83 |
| 2026-05 | 20 | 38.5% | 57.8% | $160.00 | $643.0K | -$11.7M | 1.01 |
| 2026-04 | 21 | 43.4% | 54.6% | $150.00 | $384.3K | -$8.0M | 2.43 |
This archive aggregates H's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. 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 H 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 (2026-09) shows an average ATM implied volatility near 34.5%, a month-end max-pain strike around $170.00, an average put/call ratio of 3.65.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
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2024
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2023
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2022
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2021
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2020
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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
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2013
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2012
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2011
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2010
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2009
2007
Frequently asked H history questions
- How much options history is available for H?
- This archive holds 207 months of H options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of H'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 H archive.
- What data does each monthly H aggregate contain?
- Every monthly row summarizes that month of H 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, 2026-09 recorded an average ATM implied volatility near 34.5%, an average IV rank of 39.0%, a month-end max-pain strike around $170.00, an average put/call ratio of 3.65.
- How is the H options-history archive built and how often does it update?
- The archive is derived from H'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 H's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.