Magnolia Oil & Gas Corporation (MGY) Options History
Historical options analytics archive for MGY with monthly max pain, implied volatility, gamma exposure, and put/call data.
96 months of complete options data available.
MGY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MGY. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 58.5% | 21.9% | $25.00 | $218.5K | -$8.1M | 3.00 |
| 2026-06 | 21 | 59.0% | 31.2% | $25.00 | $169.8K | -$7.1M | 0.38 |
| 2026-05 | 20 | 42.0% | 32.6% | $30.00 | $384.8K | -$11.3M | 0.43 |
| 2026-04 | 21 | 40.7% | 30.1% | $30.00 | $371.2K | -$12.5M | 0.19 |
| 2026-03 | 22 | 42.9% | 26.9% | $30.00 | $30.6K | -$10.2M | 0.09 |
| 2026-02 | 19 | 52.3% | 39.8% | $22.50 | $97.0K | -$8.5M | 1.76 |
This archive aggregates MGY's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 through 2026-07. 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 MGY 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 (2026-07) shows an average ATM implied volatility near 58.5%, a month-end max-pain strike around $25.00, an average put/call ratio of 3.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
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2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
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2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked MGY history questions
- How much options history is available for MGY?
- This archive holds 96 months of MGY options analytics, spanning 2018-08 through 2026-07. Each entry is a monthly rollup of MGY'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 MGY archive.
- What data does each monthly MGY aggregate contain?
- Every monthly row summarizes that month of MGY 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, 2026-07 recorded an average ATM implied volatility near 58.5%, an average IV rank of 21.9%, a month-end max-pain strike around $25.00, an average put/call ratio of 3.00.
- How is the MGY options-history archive built and how often does it update?
- The archive is derived from MGY'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 MGY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.