Invitation Homes Inc. (INVH) Options History
Historical options analytics archive for INVH with monthly max pain, implied volatility, gamma exposure, and put/call data.
113 months of complete options data available.
INVH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for INVH. 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 | 75.1% | 20.0% | $30.00 | $317.9K | -$9.3M | 1.37 |
| 2026-05 | 20 | 69.8% | 18.8% | $27.50 | $1.1M | -$12.8M | 0.84 |
| 2026-04 | 21 | 52.1% | 11.6% | $25.00 | $499.7K | -$11.2M | 1.58 |
| 2026-03 | 22 | 48.8% | 45.8% | $25.00 | -$297.9K | $6.3M | 1.96 |
| 2026-02 | 19 | 29.9% | 42.9% | $25.00 | -$202.4K | $3.7M | 2.94 |
| 2026-01 | 20 | 28.8% | 40.1% | $27.50 | $645.3K | -$1.4M | 1.78 |
This archive aggregates INVH's daily end-of-day options snapshots into monthly summaries, spanning 2017-02 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 INVH 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 75.1%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.37.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked INVH history questions
- How much options history is available for INVH?
- This archive holds 113 months of INVH options analytics, spanning 2017-02 through 2026-06. Each entry is a monthly rollup of INVH'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 INVH archive.
- What data does each monthly INVH aggregate contain?
- Every monthly row summarizes that month of INVH 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 75.1%, an average IV rank of 20.0%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.37.
- How is the INVH options-history archive built and how often does it update?
- The archive is derived from INVH'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 INVH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.