Janus International Group, Inc. (JBI) Options History
Historical options analytics archive for JBI with monthly max pain, implied volatility, gamma exposure, and put/call data.
60 months of complete options data available.
JBI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for JBI. 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 | 18 | 83.0% | 13.8% | $5.00 | $4.8K | -$230.9K | 0.04 |
| 2026-05 | 18 | 109.7% | 18.5% | $5.00 | $2.5K | -$194.7K | 2.72 |
| 2026-04 | 20 | 93.8% | 14.5% | $5.00 | $2.0K | -$118.6K | 5.38 |
| 2026-03 | 22 | 68.8% | 27.4% | $5.00 | $3.3K | -$112.4K | 6.30 |
| 2026-02 | 19 | 65.9% | 26.6% | $7.50 | $5.4K | -$186.2K | 0.19 |
| 2026-01 | 20 | 65.1% | 26.1% | $7.50 | $5.6K | -$228.8K | 0.00 |
This archive aggregates JBI's daily end-of-day options snapshots into monthly summaries, spanning 2021-07 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 JBI 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 83.0%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.04.
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked JBI history questions
- How much options history is available for JBI?
- This archive holds 60 months of JBI options analytics, spanning 2021-07 through 2026-06. Each entry is a monthly rollup of JBI'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 JBI archive.
- What data does each monthly JBI aggregate contain?
- Every monthly row summarizes that month of JBI 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 83.0%, an average IV rank of 13.8%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.04.
- How is the JBI options-history archive built and how often does it update?
- The archive is derived from JBI'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 JBI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.