ServiceNow, Inc. (NOW) Options History
Historical options analytics archive for NOW with monthly max pain, implied volatility, gamma exposure, and put/call data.
170 months of complete options data available.
NOW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NOW. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 54.1% | 51.4% | $130.00 | $29.6M | -$2.02B | 0.60 |
| 2026-08 | 21 | 54.4% | 52.2% | $118.00 | $58.1M | -$4.50B | 0.48 |
| 2026-07 | 22 | 69.2% | 84.5% | $105.00 | $29.2M | -$1.71B | 0.46 |
| 2026-06 | 21 | 64.9% | 76.1% | $100.00 | $30.4M | -$438.0M | 0.46 |
| 2026-05 | 20 | 57.9% | 62.5% | $100.00 | $53.6M | -$4.85B | 0.33 |
| 2026-04 | 21 | 64.4% | 75.5% | $100.00 | -$2.7M | $908.6M | 0.59 |
This archive aggregates NOW's daily end-of-day options snapshots into monthly summaries, spanning 2012-08 through 2026-09. 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 NOW 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 (2026-09) shows an average ATM implied volatility near 54.1%, a month-end max-pain strike around $130.00, an average put/call ratio of 0.60.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Frequently asked NOW history questions
- How much options history is available for NOW?
- This archive holds 170 months of NOW options analytics, spanning 2012-08 through 2026-09. Each entry is a monthly rollup of NOW'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 NOW archive.
- What data does each monthly NOW aggregate contain?
- Every monthly row summarizes that month of NOW 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, 2026-09 recorded an average ATM implied volatility near 54.1%, an average IV rank of 51.4%, a month-end max-pain strike around $130.00, an average put/call ratio of 0.60.
- How is the NOW options-history archive built and how often does it update?
- The archive is derived from NOW'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 NOW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.