Icahn Enterprises L.P. (IEP) Options History
Historical options analytics archive for IEP with monthly max pain, implied volatility, gamma exposure, and put/call data.
160 months of complete options data available.
IEP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IEP. 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 | 33.1% | 4.6% | $7.50 | -$593.6K | $9.9M | 0.45 |
| 2026-05 | 20 | 90.3% | 15.7% | $7.50 | -$749.6K | $6.3M | 1.45 |
| 2026-04 | 21 | 44.7% | 5.1% | $7.50 | -$170.2K | -$3.0M | 1.34 |
| 2026-03 | 22 | 174.6% | 45.8% | $7.50 | -$105.0K | $2.5M | 1.25 |
| 2026-02 | 19 | 45.3% | 23.4% | $7.50 | -$284.1K | $6.0M | 0.49 |
| 2026-01 | 20 | 35.6% | 13.6% | $7.50 | -$393.9K | $7.6M | 0.36 |
This archive aggregates IEP's daily end-of-day options snapshots into monthly summaries, spanning 2013-03 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 IEP 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 33.1%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.45.
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
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked IEP history questions
- How much options history is available for IEP?
- This archive holds 160 months of IEP options analytics, spanning 2013-03 through 2026-06. Each entry is a monthly rollup of IEP'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 IEP archive.
- What data does each monthly IEP aggregate contain?
- Every monthly row summarizes that month of IEP 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 33.1%, an average IV rank of 4.6%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.45.
- How is the IEP options-history archive built and how often does it update?
- The archive is derived from IEP'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 IEP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.