Howmet Aerospace Inc. (HWM) Options History
Historical options analytics archive for HWM with monthly max pain, implied volatility, gamma exposure, and put/call data.
74 months of complete options data available.
HWM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for HWM. 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 | 35.9% | 40.3% | $260.00 | $1.5M | -$179.4M | 1.74 |
| 2026-05 | 20 | 37.5% | 47.5% | $270.00 | $3.0M | -$211.5M | 1.42 |
| 2026-04 | 19 | 45.4% | 55.7% | $255.00 | -$136.0K | -$144.1M | 2.08 |
| 2026-03 | 22 | 40.0% | 29.7% | $220.00 | $3.8M | -$121.6M | 1.18 |
| 2026-02 | 19 | 39.6% | 29.0% | $235.00 | $2.0M | -$295.8M | 0.79 |
| 2026-01 | 20 | 38.0% | 29.3% | $205.00 | -$2.6M | -$92.9M | 1.03 |
This archive aggregates HWM's daily end-of-day options snapshots into monthly summaries, spanning 2020-05 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 HWM 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 35.9%, a month-end max-pain strike around $260.00, an average put/call ratio of 1.74.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
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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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked HWM history questions
- How much options history is available for HWM?
- This archive holds 74 months of HWM options analytics, spanning 2020-05 through 2026-06. Each entry is a monthly rollup of HWM'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 HWM archive.
- What data does each monthly HWM aggregate contain?
- Every monthly row summarizes that month of HWM 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 35.9%, an average IV rank of 40.3%, a month-end max-pain strike around $260.00, an average put/call ratio of 1.74.
- How is the HWM options-history archive built and how often does it update?
- The archive is derived from HWM'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 HWM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.