Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) Options History
Historical options analytics archive for OMAB with monthly max pain, implied volatility, gamma exposure, and put/call data.
100 months of complete options data available.
OMAB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for OMAB. 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 | 128.0% | 23.8% | $105.00 | $30.8K | -$266.4K | 0.76 |
| 2026-08 | 21 | 315.3% | 62.0% | $110.00 | $35.2K | -$535.4K | 0.50 |
| 2026-07 | 20 | 208.2% | 36.4% | $120.00 | $55.8K | -$1.2M | 0.02 |
| 2026-06 | 21 | 220.6% | 39.2% | $100.00 | $63.8K | -$1.5M | 0.15 |
| 2026-05 | 20 | 325.7% | 53.0% | $105.00 | $23.7K | -$486.5K | 0.06 |
| 2026-04 | 21 | 203.2% | 39.1% | $115.00 | -$12.9K | $679.7K | 0.35 |
This archive aggregates OMAB's daily end-of-day options snapshots into monthly summaries, spanning 2007-02 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 OMAB 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 128.0%, a month-end max-pain strike around $105.00, an average put/call ratio of 0.76.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked OMAB history questions
- How much options history is available for OMAB?
- This archive holds 100 months of OMAB options analytics, spanning 2007-02 through 2026-09. Each entry is a monthly rollup of OMAB'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 OMAB archive.
- What data does each monthly OMAB aggregate contain?
- Every monthly row summarizes that month of OMAB 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 128.0%, an average IV rank of 23.8%, a month-end max-pain strike around $105.00, an average put/call ratio of 0.76.
- How is the OMAB options-history archive built and how often does it update?
- The archive is derived from OMAB'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 OMAB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.