Universal Display Corporation (OLED) Options History
Historical options analytics archive for OLED with monthly max pain, implied volatility, gamma exposure, and put/call data.
166 months of complete options data available.
OLED monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for OLED. 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 | 47.7% | 41.7% | $90.00 | -$44.6K | $278.4K | 1.36 |
| 2026-05 | 20 | 48.1% | 42.7% | $95.00 | $7.9K | $1.5M | 1.55 |
| 2026-04 | 21 | 55.8% | 53.5% | $95.00 | -$238.4K | $9.2M | 2.31 |
| 2026-03 | 22 | 46.0% | 20.9% | $100.00 | -$193.5K | $7.7M | 1.42 |
| 2026-02 | 19 | 53.6% | 32.5% | $120.00 | -$67.8K | $6.2M | 0.92 |
| 2026-01 | 20 | 43.7% | 17.3% | $120.00 | $214.0K | -$44.2K | 1.63 |
This archive aggregates OLED's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 OLED 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 47.7%, a month-end max-pain strike around $90.00, an average put/call ratio of 1.36.
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
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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
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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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2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked OLED history questions
- How much options history is available for OLED?
- This archive holds 166 months of OLED options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of OLED'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 OLED archive.
- What data does each monthly OLED aggregate contain?
- Every monthly row summarizes that month of OLED 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 47.7%, an average IV rank of 41.7%, a month-end max-pain strike around $90.00, an average put/call ratio of 1.36.
- How is the OLED options-history archive built and how often does it update?
- The archive is derived from OLED'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 OLED's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.