Macy's, Inc. (M) Options History
Historical options analytics archive for M with monthly max pain, implied volatility, gamma exposure, and put/call data.
232 months of complete options data available.
M monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for M. 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 | 41.6% | 14.9% | $22.00 | $1.7M | -$58.9M | 0.83 |
| 2026-08 | 21 | 53.7% | 50.7% | $22.00 | -$843.5K | -$24.8M | 1.01 |
| 2026-07 | 22 | 46.2% | 28.5% | $22.00 | $929.6K | -$90.2M | 0.74 |
| 2026-06 | 21 | 45.3% | 25.7% | $23.00 | $676.2K | -$65.8M | 0.61 |
| 2026-05 | 20 | 58.5% | 64.9% | $21.00 | $2.5M | -$83.2M | 0.50 |
| 2026-04 | 21 | 46.1% | 23.0% | $20.00 | $125.9K | -$39.5M | 0.58 |
This archive aggregates M's daily end-of-day options snapshots into monthly summaries, spanning 2007-06 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 M 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 41.6%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.83.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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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2010
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2009
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2008
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2007
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Frequently asked M history questions
- How much options history is available for M?
- This archive holds 232 months of M options analytics, spanning 2007-06 through 2026-09. Each entry is a monthly rollup of M'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 M archive.
- What data does each monthly M aggregate contain?
- Every monthly row summarizes that month of M 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 41.6%, an average IV rank of 14.9%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.83.
- How is the M options-history archive built and how often does it update?
- The archive is derived from M'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 M's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.