Integer Holdings Corporation (ITGR) Options History
Historical options analytics archive for ITGR with monthly max pain, implied volatility, gamma exposure, and put/call data.
121 months of complete options data available.
ITGR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ITGR. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 21 | 108.6% | 21.7% | $85.00 | $1.1M | -$23.5M | 2.09 |
| 2026-06 | 20 | 49.5% | 8.5% | $90.00 | $87.9K | -$3.8M | 7.86 |
| 2026-05 | 19 | 75.0% | 22.8% | $85.00 | $78.3K | -$3.4M | 4.95 |
| 2026-04 | 21 | 65.6% | 54.3% | $75.00 | $137.2K | -$5.5M | 2.23 |
| 2026-03 | 22 | 44.1% | 29.2% | $80.00 | $334.3K | -$6.9M | 3.61 |
| 2026-02 | 19 | 64.8% | 59.2% | $85.00 | $59.3K | -$4.3M | 3.16 |
This archive aggregates ITGR's daily end-of-day options snapshots into monthly summaries, spanning 2016-07 through 2026-07. 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 ITGR 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 (2026-07) shows an average ATM implied volatility near 108.6%, a month-end max-pain strike around $85.00, an average put/call ratio of 2.09.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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 ITGR history questions
- How much options history is available for ITGR?
- This archive holds 121 months of ITGR options analytics, spanning 2016-07 through 2026-07. Each entry is a monthly rollup of ITGR'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 ITGR archive.
- What data does each monthly ITGR aggregate contain?
- Every monthly row summarizes that month of ITGR 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, 2026-07 recorded an average ATM implied volatility near 108.6%, an average IV rank of 21.7%, a month-end max-pain strike around $85.00, an average put/call ratio of 2.09.
- How is the ITGR options-history archive built and how often does it update?
- The archive is derived from ITGR'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 ITGR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.