Myers Industries, Inc. (MYE) Options History
Historical options analytics archive for MYE with monthly max pain, implied volatility, gamma exposure, and put/call data.
208 months of complete options data available.
MYE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MYE. 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 | 67.5% | 22.1% | $30.00 | $11.2K | -$804.8K | 0.03 |
| 2026-05 | 20 | 103.4% | 45.8% | - | $6.1K | -$237.4K | 0.31 |
| 2026-04 | 21 | 92.3% | 34.7% | $22.50 | $4.8K | -$164.9K | 0.00 |
| 2026-03 | 22 | 66.7% | 11.5% | $20.00 | $3.8K | -$146.3K | 0.08 |
| 2026-02 | 19 | 73.2% | 13.2% | $15.00 | $8.1K | -$198.4K | 0.11 |
| 2026-01 | 20 | 62.1% | 10.2% | $20.00 | $6.9K | -$162.8K | 0.00 |
This archive aggregates MYE's daily end-of-day options snapshots into monthly summaries, spanning 2009-03 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 MYE 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 67.5%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.03.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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Frequently asked MYE history questions
- How much options history is available for MYE?
- This archive holds 208 months of MYE options analytics, spanning 2009-03 through 2026-06. Each entry is a monthly rollup of MYE'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 MYE archive.
- What data does each monthly MYE aggregate contain?
- Every monthly row summarizes that month of MYE 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 67.5%, an average IV rank of 22.1%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.03.
- How is the MYE options-history archive built and how often does it update?
- The archive is derived from MYE'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 MYE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.