OceanFirst Financial Corp. (OCFC) Options History
Historical options analytics archive for OCFC with monthly max pain, implied volatility, gamma exposure, and put/call data.
127 months of complete options data available.
OCFC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for OCFC. 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 | 153.5% | 32.4% | $15.00 | $9.3K | -$209.2K | 0.64 |
| 2026-05 | 20 | 155.4% | 32.3% | $15.00 | $9.7K | -$133.0K | 21.65 |
| 2026-04 | 21 | 157.2% | 32.1% | $15.00 | $31.3K | -$288.3K | 0.06 |
| 2026-03 | 22 | 186.6% | 52.7% | $17.50 | $8.5K | -$165.6K | 0.27 |
| 2026-02 | 19 | 57.3% | 18.3% | $17.50 | $13.2K | -$240.6K | 0.00 |
| 2026-01 | 20 | 42.0% | 11.5% | $20.00 | $3.2K | -$503.4K | 7.83 |
This archive aggregates OCFC's daily end-of-day options snapshots into monthly summaries, spanning 2015-12 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 OCFC 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 153.5%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.64.
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
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2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Frequently asked OCFC history questions
- How much options history is available for OCFC?
- This archive holds 127 months of OCFC options analytics, spanning 2015-12 through 2026-06. Each entry is a monthly rollup of OCFC'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 OCFC archive.
- What data does each monthly OCFC aggregate contain?
- Every monthly row summarizes that month of OCFC 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 153.5%, an average IV rank of 32.4%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.64.
- How is the OCFC options-history archive built and how often does it update?
- The archive is derived from OCFC'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 OCFC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.