MVB Financial Corp. (MVBF) Options History
Historical options analytics archive for MVBF with monthly max pain, implied volatility, gamma exposure, and put/call data.
42 months of complete options data available.
MVBF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MVBF. 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 | 70.0% | 24.7% | $25.00 | $168 | -$19.8K | 1.33 |
| 2026-05 | 20 | 62.9% | 21.0% | $25.00 | -$5.5K | $57.3K | 25.00 |
| 2026-04 | 21 | 59.1% | 17.3% | $25.00 | -$7.9K | $112.2K | 10.60 |
| 2026-03 | 22 | 66.3% | 20.1% | $25.00 | -$12.6K | -$43.3K | 0.57 |
| 2026-02 | 19 | 56.6% | 15.6% | $30.00 | -$3.1K | $113.5K | 0.67 |
| 2026-01 | 20 | 92.0% | 31.0% | $30.00 | -$8.3K | $191.0K | 10.50 |
This archive aggregates MVBF's daily end-of-day options snapshots into monthly summaries, spanning 2023-01 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 MVBF 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 70.0%, a month-end max-pain strike around $25.00, an average put/call ratio of 1.33.
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
Frequently asked MVBF history questions
- How much options history is available for MVBF?
- This archive holds 42 months of MVBF options analytics, spanning 2023-01 through 2026-06. Each entry is a monthly rollup of MVBF'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 MVBF archive.
- What data does each monthly MVBF aggregate contain?
- Every monthly row summarizes that month of MVBF 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 70.0%, an average IV rank of 24.7%, a month-end max-pain strike around $25.00, an average put/call ratio of 1.33.
- How is the MVBF options-history archive built and how often does it update?
- The archive is derived from MVBF'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 MVBF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.