Madison Square Garden Entertainment Corp. (MSGE) Options History
Historical options analytics archive for MSGE with monthly max pain, implied volatility, gamma exposure, and put/call data.
73 months of complete options data available.
MSGE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MSGE. 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 | 45.8% | 39.8% | $25.00 | $214.6K | -$36.2M | 5.69 |
| 2026-05 | 20 | 42.8% | 35.0% | $25.00 | $1.1M | -$37.6M | 0.67 |
| 2026-04 | 21 | 45.1% | 34.7% | $60.00 | -$42.1K | -$24.6M | 21.10 |
| 2026-03 | 22 | 41.1% | 26.8% | $20.00 | $111.4K | -$25.9M | 0.46 |
| 2026-02 | 19 | 39.3% | 24.6% | $65.00 | $130.3K | -$28.8M | 0.94 |
| 2026-01 | 20 | 38.3% | 23.3% | $55.00 | $86.5K | -$27.5M | 2.95 |
This archive aggregates MSGE's daily end-of-day options snapshots into monthly summaries, spanning 2020-05 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 MSGE 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 45.8%, a month-end max-pain strike around $25.00, an average put/call ratio of 5.69.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MSGE history questions
- How much options history is available for MSGE?
- This archive holds 73 months of MSGE options analytics, spanning 2020-05 through 2026-06. Each entry is a monthly rollup of MSGE'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 MSGE archive.
- What data does each monthly MSGE aggregate contain?
- Every monthly row summarizes that month of MSGE 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 45.8%, an average IV rank of 39.8%, a month-end max-pain strike around $25.00, an average put/call ratio of 5.69.
- How is the MSGE options-history archive built and how often does it update?
- The archive is derived from MSGE'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 MSGE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.