Matson, Inc. (MATX) Options History
Historical options analytics archive for MATX with monthly max pain, implied volatility, gamma exposure, and put/call data.
168 months of complete options data available.
MATX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MATX. 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 | 21 | 38.5% | 35.2% | $190.00 | $333.0K | -$7.3M | 0.63 |
| 2026-05 | 20 | 39.8% | 34.0% | $175.00 | $417.9K | -$12.9M | 0.52 |
| 2026-04 | 21 | 45.7% | 38.6% | $170.00 | $488.3K | -$11.8M | 2.79 |
| 2026-03 | 22 | 43.4% | 38.1% | $160.00 | $19.4K | -$5.2M | 3.03 |
| 2026-02 | 19 | 42.0% | 35.9% | $155.00 | $554.5K | -$13.3M | 1.12 |
| 2026-01 | 20 | 32.9% | 18.1% | $145.00 | $210.6K | -$12.6M | 0.39 |
This archive aggregates MATX's daily end-of-day options snapshots into monthly summaries, spanning 2012-07 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 MATX 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 38.5%, a month-end max-pain strike around $190.00, an average put/call ratio of 0.63.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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
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2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MATX history questions
- How much options history is available for MATX?
- This archive holds 168 months of MATX options analytics, spanning 2012-07 through 2026-06. Each entry is a monthly rollup of MATX'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 MATX archive.
- What data does each monthly MATX aggregate contain?
- Every monthly row summarizes that month of MATX 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 38.5%, an average IV rank of 35.2%, a month-end max-pain strike around $190.00, an average put/call ratio of 0.63.
- How is the MATX options-history archive built and how often does it update?
- The archive is derived from MATX'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 MATX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.