KLX Energy Services Holdings, Inc. (KLXE) Options History
Historical options analytics archive for KLXE with monthly max pain, implied volatility, gamma exposure, and put/call data.
76 months of complete options data available.
KLXE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KLXE. 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 | 141.0% | 35.4% | $2.50 | $14.9K | -$823.9K | 0.82 |
| 2026-05 | 15 | 82.7% | 18.3% | $2.50 | $7.7K | -$809.6K | 0.11 |
| 2026-04 | 17 | 112.9% | 21.2% | $2.50 | $6.0K | -$1.1M | 0.03 |
| 2026-03 | 21 | 144.6% | 28.8% | $2.50 | $3.6K | -$203.9K | 0.32 |
| 2026-02 | 19 | 132.9% | 25.0% | $2.50 | $531 | -$45.0K | 0.09 |
| 2026-01 | 20 | 109.3% | 17.3% | $2.50 | $1.6K | -$98.9K | 0.19 |
This archive aggregates KLXE's daily end-of-day options snapshots into monthly summaries, spanning 2018-12 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 KLXE 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 141.0%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.82.
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
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
Frequently asked KLXE history questions
- How much options history is available for KLXE?
- This archive holds 76 months of KLXE options analytics, spanning 2018-12 through 2026-06. Each entry is a monthly rollup of KLXE'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 KLXE archive.
- What data does each monthly KLXE aggregate contain?
- Every monthly row summarizes that month of KLXE 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 141.0%, an average IV rank of 35.4%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.82.
- How is the KLXE options-history archive built and how often does it update?
- The archive is derived from KLXE'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 KLXE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.