Kinder Morgan, Inc. (KMI) Options History
Historical options analytics archive for KMI with monthly max pain, implied volatility, gamma exposure, and put/call data.
191 months of complete options data available.
KMI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KMI. 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 | 18 | 24.8% | 49.4% | $32.00 | $4.3M | -$78.7M | 0.91 |
| 2026-06 | 18 | 23.5% | 39.1% | $32.00 | $8.8M | -$129.1M | 0.46 |
| 2026-05 | 15 | 23.3% | 37.7% | $34.00 | $4.5M | -$83.3M | 0.55 |
| 2026-04 | 19 | 25.6% | 30.2% | $32.00 | $7.8M | -$229.8M | 0.70 |
| 2026-03 | 21 | 27.5% | 28.0% | $33.00 | $11.2M | -$250.7M | 0.65 |
| 2026-02 | 19 | 24.2% | 18.0% | $29.00 | $14.3M | -$424.0M | 0.27 |
This archive aggregates KMI's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 KMI 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 24.8%, a month-end max-pain strike around $32.00, an average put/call ratio of 0.91.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2007
Frequently asked KMI history questions
- How much options history is available for KMI?
- This archive holds 191 months of KMI options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of KMI'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 KMI archive.
- What data does each monthly KMI aggregate contain?
- Every monthly row summarizes that month of KMI 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 24.8%, an average IV rank of 49.4%, a month-end max-pain strike around $32.00, an average put/call ratio of 0.91.
- How is the KMI options-history archive built and how often does it update?
- The archive is derived from KMI'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 KMI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.