MACOM Technology Solutions Holdings, Inc. (MTSI) Options History
Historical options analytics archive for MTSI with monthly max pain, implied volatility, gamma exposure, and put/call data.
135 months of complete options data available.
MTSI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MTSI. 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 | 77.6% | 47.0% | $380.00 | $2.4M | -$169.5M | 1.12 |
| 2026-05 | 20 | 79.9% | 54.6% | $410.00 | $2.7M | -$176.6M | 0.44 |
| 2026-04 | 21 | 70.1% | 68.7% | $230.00 | $416.0K | -$42.9M | 0.57 |
| 2026-03 | 22 | 62.4% | 40.6% | $230.00 | $347.3K | -$20.7M | 0.83 |
| 2026-02 | 19 | 58.5% | 35.7% | $230.00 | $358.8K | -$30.2M | 1.05 |
| 2026-01 | 20 | 52.7% | 28.4% | $155.00 | $1.1M | -$41.0M | 0.37 |
This archive aggregates MTSI's daily end-of-day options snapshots into monthly summaries, spanning 2015-04 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 MTSI 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 77.6%, a month-end max-pain strike around $380.00, an average put/call ratio of 1.12.
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 | May | 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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MTSI history questions
- How much options history is available for MTSI?
- This archive holds 135 months of MTSI options analytics, spanning 2015-04 through 2026-06. Each entry is a monthly rollup of MTSI'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 MTSI archive.
- What data does each monthly MTSI aggregate contain?
- Every monthly row summarizes that month of MTSI 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 77.6%, an average IV rank of 47.0%, a month-end max-pain strike around $380.00, an average put/call ratio of 1.12.
- How is the MTSI options-history archive built and how often does it update?
- The archive is derived from MTSI'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 MTSI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.