Corvex, Inc. (MOVE) Options History
Historical options analytics archive for MOVE with monthly max pain, implied volatility, gamma exposure, and put/call data.
49 months of complete options data available.
MOVE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MOVE. 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 |
|---|---|---|---|---|---|---|---|
| 2014-11 | 14 | 18.8% | 5.2% | $3000.00 | $82.6K | -$4.3M | 0.31 |
| 2014-10 | 23 | 17.7% | 3.6% | $3000.00 | -$14.2K | -$3.6M | 1.36 |
| 2014-09 | 21 | 44.5% | 24.6% | - | $130.6K | -$11.9M | 2.14 |
| 2014-08 | 21 | 50.6% | 30.9% | - | $159.5K | -$4.8M | 1.07 |
| 2014-07 | 22 | 69.4% | 51.6% | $1875.00 | $177.1K | -$4.4M | 0.25 |
| 2014-06 | 21 | 62.4% | 47.8% | $1875.00 | $272.0K | -$11.1M | 0.25 |
This archive aggregates MOVE's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2014-11. 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 MOVE 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 (2014-11) shows an average ATM implied volatility near 18.8%, a month-end max-pain strike around $3000.00, an average put/call ratio of 0.31.
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
2008
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MOVE history questions
- How much options history is available for MOVE?
- This archive holds 49 months of MOVE options analytics, spanning 2007-01 through 2014-11. Each entry is a monthly rollup of MOVE'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 MOVE archive.
- What data does each monthly MOVE aggregate contain?
- Every monthly row summarizes that month of MOVE 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, 2014-11 recorded an average ATM implied volatility near 18.8%, an average IV rank of 5.2%, a month-end max-pain strike around $3000.00, an average put/call ratio of 0.31.
- How is the MOVE options-history archive built and how often does it update?
- The archive is derived from MOVE'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 MOVE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.