Jefferies Financial Group Inc. (JEF) Options History
Historical options analytics archive for JEF with monthly max pain, implied volatility, gamma exposure, and put/call data.
163 months of complete options data available.
JEF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for JEF. 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 | 42.5% | 25.7% | $50.00 | -$1.2M | $41.3M | 16.58 |
| 2026-08 | 21 | 34.8% | 9.3% | $52.50 | -$2.8M | $28.5M | 4.33 |
| 2026-07 | 19 | 42.0% | 26.3% | $52.50 | -$594.2K | -$4.4M | 6.84 |
| 2026-06 | 20 | 41.6% | 27.0% | $50.00 | -$252.9K | $11.8M | 0.86 |
| 2026-05 | 18 | 39.4% | 22.2% | $47.50 | $2.5M | -$35.2M | 1.23 |
| 2026-04 | 19 | 42.6% | 23.1% | $42.50 | $6.5M | -$79.2M | 1.13 |
This archive aggregates JEF's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 JEF 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 42.5%, a month-end max-pain strike around $50.00, an average put/call ratio of 16.58.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
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2024
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2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
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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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
2012
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2011
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2010
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2009
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2008
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2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked JEF history questions
- How much options history is available for JEF?
- This archive holds 163 months of JEF options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of JEF'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 JEF archive.
- What data does each monthly JEF aggregate contain?
- Every monthly row summarizes that month of JEF 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 42.5%, an average IV rank of 25.7%, a month-end max-pain strike around $50.00, an average put/call ratio of 16.58.
- How is the JEF options-history archive built and how often does it update?
- The archive is derived from JEF'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 JEF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.