MGE Energy, Inc. (MGEE) Options History
Historical options analytics archive for MGEE with monthly max pain, implied volatility, gamma exposure, and put/call data.
160 months of complete options data available.
MGEE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MGEE. 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 | 46.9% | 25.7% | $70.00 | $3.1K | -$59.8K | 0.16 |
| 2026-08 | 21 | 42.2% | 21.7% | $70.00 | $1.6K | -$50.6K | 2.00 |
| 2026-07 | 22 | 54.5% | 37.3% | $75.00 | $65 | -$67.3K | 0.00 |
| 2026-06 | 21 | 46.3% | 34.4% | $75.00 | $5.6K | -$115.4K | 0.00 |
| 2026-05 | 20 | 42.4% | 30.1% | $75.00 | $1.7K | -$19.5K | 0.42 |
| 2026-04 | 21 | 32.3% | 15.9% | $80.00 | -$34.3K | $226.4K | 0.18 |
This archive aggregates MGEE's daily end-of-day options snapshots into monthly summaries, spanning 2013-06 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 MGEE 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 46.9%, a month-end max-pain strike around $70.00, an average put/call ratio of 0.16.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MGEE history questions
- How much options history is available for MGEE?
- This archive holds 160 months of MGEE options analytics, spanning 2013-06 through 2026-09. Each entry is a monthly rollup of MGEE'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 MGEE archive.
- What data does each monthly MGEE aggregate contain?
- Every monthly row summarizes that month of MGEE 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 46.9%, an average IV rank of 25.7%, a month-end max-pain strike around $70.00, an average put/call ratio of 0.16.
- How is the MGEE options-history archive built and how often does it update?
- The archive is derived from MGEE'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 MGEE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.