Marex Group PLC (MRX) Options History
Historical options analytics archive for MRX with monthly max pain, implied volatility, gamma exposure, and put/call data.
97 months of complete options data available.
MRX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MRX. 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 | 51.1% | 28.4% | $55.00 | $218.9K | -$8.0M | 0.21 |
| 2026-05 | 20 | 47.0% | 23.8% | $55.00 | -$7.1K | -$2.4M | 2.12 |
| 2026-04 | 21 | 48.8% | 25.8% | $45.00 | $75.3K | -$4.5M | 0.41 |
| 2026-03 | 22 | 49.5% | 26.6% | $40.00 | $32.5K | -$2.0M | 0.86 |
| 2026-02 | 19 | 50.6% | 27.8% | $30.00 | $33.0K | -$2.6M | 6.03 |
| 2026-01 | 20 | 44.5% | 21.0% | $40.00 | $38.5K | -$3.0M | 4.75 |
This archive aggregates MRX'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 MRX 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 51.1%, a month-end max-pain strike around $55.00, an average put/call ratio of 0.21.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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 MRX history questions
- How much options history is available for MRX?
- This archive holds 97 months of MRX options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of MRX'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 MRX archive.
- What data does each monthly MRX aggregate contain?
- Every monthly row summarizes that month of MRX 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 51.1%, an average IV rank of 28.4%, a month-end max-pain strike around $55.00, an average put/call ratio of 0.21.
- How is the MRX options-history archive built and how often does it update?
- The archive is derived from MRX'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 MRX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.