Hyatt Hotels Corporation (H) Options History
Historical options analytics archive for H with monthly max pain, implied volatility, gamma exposure, and put/call data.
204 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 37.4% | 54.8% | $185.00 | $514.8K | -$10.9M | 0.83 |
| 2026-05 | 20 | 38.5% | 59.3% | $160.00 | $643.0K | -$11.7M | 1.01 |
| 2026-04 | 21 | 43.4% | 55.1% | $150.00 | $384.3K | -$8.0M | 2.43 |
| 2026-03 | 22 | 41.7% | 30.4% | $150.00 | -$648 | $758.3K | 2.71 |
| 2026-02 | 19 | 38.5% | 25.0% | $170.00 | $57.3K | -$3.1M | 0.73 |
| 2026-01 | 20 | 32.7% | 15.2% | $150.00 | $172.3K | -$4.8M | 0.80 |
This archive aggregates H's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 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 (2026-06) shows an average ATM implied volatility near 37.4%, a month-end max-pain strike around $185.00, an average put/call ratio of 0.83.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
2007
Frequently asked H history questions
- How much options history is available for H?
- This archive holds 204 months of H options analytics, spanning 2007-01 through 2026-06. 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, 2026-06 recorded an average ATM implied volatility near 37.4%, an average IV rank of 54.8%, a month-end max-pain strike around $185.00, an average put/call ratio of 0.83.
- 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.