Option Care Health, Inc. (OPCH) Options History
Historical options analytics archive for OPCH with monthly max pain, implied volatility, gamma exposure, and put/call data.
77 months of complete options data available.
OPCH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for OPCH. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 21 | 86.0% | 23.3% | $22.50 | $340.5K | -$6.8M | 0.34 |
| 2026-06 | 21 | 83.6% | 20.9% | $20.00 | $247.3K | -$5.1M | 0.78 |
| 2026-05 | 20 | 64.6% | 18.1% | $20.00 | $268.3K | -$5.7M | 0.46 |
| 2026-04 | 20 | 50.7% | 45.6% | $27.50 | $71.1K | $4.6M | 5.47 |
| 2026-03 | 22 | 37.9% | 25.3% | $30.00 | $102.6K | -$2.7M | 0.38 |
| 2026-02 | 19 | 38.5% | 26.6% | $35.00 | $308.6K | -$1.6M | 5.13 |
This archive aggregates OPCH's daily end-of-day options snapshots into monthly summaries, spanning 2020-03 through 2026-07. 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 OPCH 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 (2026-07) shows an average ATM implied volatility near 86.0%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.34.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked OPCH history questions
- How much options history is available for OPCH?
- This archive holds 77 months of OPCH options analytics, spanning 2020-03 through 2026-07. Each entry is a monthly rollup of OPCH'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 OPCH archive.
- What data does each monthly OPCH aggregate contain?
- Every monthly row summarizes that month of OPCH 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, 2026-07 recorded an average ATM implied volatility near 86.0%, an average IV rank of 23.3%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.34.
- How is the OPCH options-history archive built and how often does it update?
- The archive is derived from OPCH'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 OPCH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.