Kennedy-Wilson Holdings, Inc. (KW) Options History

Historical options analytics archive for KW with monthly max pain, implied volatility, gamma exposure, and put/call data.

170 months of complete options data available.

Month-by-month aggregates from the KW daily snapshot archive. IV and P/C are averages across days in the month; max pain and net GEX are end-of-month values.

KW monthly aggregates

Month-by-month rollups derived from the daily snapshot archive for KW. 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	11	116.1%	49.1%	$10.00	-$921	$36.5K	0.06
2026-05	17	95.1%	38.6%	-	-$3.5K	-$4.0K	0.00
2026-04	17	130.2%	54.9%	-	-$6.2K	$70.9K	0.00
2026-03	21	59.8%	22.5%	$12.50	-$6.3K	$78.3K	2.92
2026-02	19	27.6%	6.7%	$7.50	$51.0K	-$3.0M	1.65
2026-01	20	44.9%	14.8%	$10.00	$81.7K	-$1.2M	0.30

This archive aggregates KW's daily end-of-day options snapshots into monthly summaries, spanning 2012-05 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 KW 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 116.1%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.06.