Jacobs Solutions Inc. (J) Options History
Historical options analytics archive for J with monthly max pain, implied volatility, gamma exposure, and put/call data.
81 months of complete options data available.
J monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for J. 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 | 27.4% | 29.2% | $130.00 | $796.9K | -$10.9M | 0.58 |
| 2026-08 | 21 | 30.1% | 38.5% | $135.00 | $1.4M | -$28.4M | 0.36 |
| 2026-07 | 17 | 36.8% | 60.0% | $130.00 | $728.2K | -$14.9M | 0.31 |
| 2026-06 | 18 | 34.1% | 51.7% | $120.00 | $1.3M | -$17.5M | 0.33 |
| 2026-05 | 18 | 34.9% | 54.5% | $115.00 | $445.9K | -$8.4M | 0.72 |
| 2026-04 | 20 | 36.9% | 57.2% | $130.00 | $444.0K | -$3.6M | 0.36 |
This archive aggregates J's daily end-of-day options snapshots into monthly summaries, spanning 2020-01 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 J 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 27.4%, a month-end max-pain strike around $130.00, an average put/call ratio of 0.58.
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
Frequently asked J history questions
- How much options history is available for J?
- This archive holds 81 months of J options analytics, spanning 2020-01 through 2026-09. Each entry is a monthly rollup of J'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 J archive.
- What data does each monthly J aggregate contain?
- Every monthly row summarizes that month of J 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 27.4%, an average IV rank of 29.2%, a month-end max-pain strike around $130.00, an average put/call ratio of 0.58.
- How is the J options-history archive built and how often does it update?
- The archive is derived from J'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 J's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.