Hawkins, Inc. (HWKN) Options History
Historical options analytics archive for HWKN with monthly max pain, implied volatility, gamma exposure, and put/call data.
130 months of complete options data available.
HWKN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for HWKN. 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 | 33.2% | 11.7% | $125.00 | $10.9K | -$74.6K | 0.48 |
| 2026-08 | 21 | 36.9% | 17.6% | $130.00 | -$11.8K | $191.4K | 1.15 |
| 2026-07 | 22 | 49.6% | 35.9% | $135.00 | $10.6K | $178.9K | 0.28 |
| 2026-06 | 21 | 35.0% | 21.7% | $145.00 | $12.7K | -$99.9K | 0.22 |
| 2026-05 | 20 | 49.4% | 37.7% | $160.00 | $41.1K | -$733.7K | 1.09 |
| 2026-04 | 19 | 47.4% | 34.8% | $170.00 | $35.7K | -$861.3K | 0.26 |
This archive aggregates HWKN's daily end-of-day options snapshots into monthly summaries, spanning 2015-12 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 HWKN 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 33.2%, a month-end max-pain strike around $125.00, an average put/call ratio of 0.48.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Frequently asked HWKN history questions
- How much options history is available for HWKN?
- This archive holds 130 months of HWKN options analytics, spanning 2015-12 through 2026-09. Each entry is a monthly rollup of HWKN'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 HWKN archive.
- What data does each monthly HWKN aggregate contain?
- Every monthly row summarizes that month of HWKN 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 33.2%, an average IV rank of 11.7%, a month-end max-pain strike around $125.00, an average put/call ratio of 0.48.
- How is the HWKN options-history archive built and how often does it update?
- The archive is derived from HWKN'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 HWKN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.