Moelis & Company (MC) Options History
Historical options analytics archive for MC with monthly max pain, implied volatility, gamma exposure, and put/call data.
163 months of complete options data available.
MC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MC. 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 | 42.5% | 5.6% | $55.00 | $352.7K | -$5.8M | 1.84 |
| 2026-05 | 20 | 46.5% | 6.8% | $55.00 | $161.0K | -$4.1M | 1.38 |
| 2026-04 | 21 | 75.4% | 14.9% | $65.00 | $159.2K | -$3.5M | 4.18 |
| 2026-03 | 22 | 52.1% | 48.0% | $55.00 | $65.7K | -$1.6M | 0.40 |
| 2026-02 | 19 | 43.4% | 34.8% | $60.00 | $61.1K | -$740.8K | 0.80 |
| 2026-01 | 20 | 42.4% | 34.2% | $75.00 | $257.1K | -$3.9M | 1.81 |
This archive aggregates MC's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 MC 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 42.5%, a month-end max-pain strike around $55.00, an average put/call ratio of 1.84.
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
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2017
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2016
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2015
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2014
2008
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2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MC history questions
- How much options history is available for MC?
- This archive holds 163 months of MC options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of MC'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 MC archive.
- What data does each monthly MC aggregate contain?
- Every monthly row summarizes that month of MC 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 42.5%, an average IV rank of 5.6%, a month-end max-pain strike around $55.00, an average put/call ratio of 1.84.
- How is the MC options-history archive built and how often does it update?
- The archive is derived from MC'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 MC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.