Herc Holdings Inc. (HRI) Options History
Historical options analytics archive for HRI with monthly max pain, implied volatility, gamma exposure, and put/call data.
120 months of complete options data available.
HRI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for HRI. 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 | 58.1% | 40.2% | $145.00 | -$33.7K | -$3.7M | 37.30 |
| 2026-05 | 20 | 54.4% | 29.9% | $100.00 | -$66.2K | -$3.6M | 2.08 |
| 2026-04 | 21 | 66.2% | 50.9% | $105.00 | $515.6K | -$11.1M | 0.62 |
| 2026-03 | 21 | 59.4% | 21.6% | $110.00 | -$26.3K | $2.3M | 1.39 |
| 2026-02 | 19 | 59.3% | 25.9% | $130.00 | $234.3K | -$4.9M | 2.19 |
| 2026-01 | 20 | 52.7% | 19.8% | $160.00 | $211.8K | -$6.4M | 1.43 |
This archive aggregates HRI's daily end-of-day options snapshots into monthly summaries, spanning 2016-07 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 HRI 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 58.1%, a month-end max-pain strike around $145.00, an average put/call ratio of 37.30.
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked HRI history questions
- How much options history is available for HRI?
- This archive holds 120 months of HRI options analytics, spanning 2016-07 through 2026-06. Each entry is a monthly rollup of HRI'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 HRI archive.
- What data does each monthly HRI aggregate contain?
- Every monthly row summarizes that month of HRI 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 58.1%, an average IV rank of 40.2%, a month-end max-pain strike around $145.00, an average put/call ratio of 37.30.
- How is the HRI options-history archive built and how often does it update?
- The archive is derived from HRI'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 HRI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.