The Magnum Ice Cream Company N.V. (MICC) Options History
Historical options analytics archive for MICC with monthly max pain, implied volatility, gamma exposure, and put/call data.
52 months of complete options data available.
MICC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MICC. 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 |
|---|---|---|---|---|---|---|---|
| 2011-05 | 21 | 25.6% | 17.2% | $105.00 | $1.2M | -$21.5M | 0.33 |
| 2011-04 | 20 | 27.0% | 16.0% | $95.00 | $2.7M | -$41.1M | 0.87 |
| 2011-03 | 23 | 26.6% | 9.9% | $90.00 | $1.4M | -$19.7M | 0.97 |
| 2011-02 | 19 | 28.9% | 9.5% | $90.00 | -$53.4K | $3.8M | 2.67 |
| 2011-01 | 20 | 29.0% | 9.6% | $95.00 | -$190.4K | -$3.0M | 1.25 |
This archive aggregates MICC's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2011-05. 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 MICC 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 (2011-05) shows an average ATM implied volatility near 25.6%, a month-end max-pain strike around $105.00, an average put/call ratio of 0.33.
2011
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MICC history questions
- How much options history is available for MICC?
- This archive holds 52 months of MICC options analytics, spanning 2007-01 through 2011-05. Each entry is a monthly rollup of MICC'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 MICC archive.
- What data does each monthly MICC aggregate contain?
- Every monthly row summarizes that month of MICC 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, 2011-05 recorded an average ATM implied volatility near 25.6%, an average IV rank of 17.2%, a month-end max-pain strike around $105.00, an average put/call ratio of 0.33.
- How is the MICC options-history archive built and how often does it update?
- The archive is derived from MICC'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 MICC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.