Opendoor Technologies Inc. (OPEN) Options History
Historical options analytics archive for OPEN with monthly max pain, implied volatility, gamma exposure, and put/call data.
117 months of complete options data available.
OPEN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for OPEN. 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 | 20 | 87.7% | 6.2% | $4.50 | $2.0M | -$105.9M | 0.21 |
| 2026-05 | 20 | 84.2% | 4.5% | $4.00 | $2.9M | -$144.1M | 0.21 |
| 2026-04 | 20 | 96.1% | 8.8% | $5.00 | $2.2M | -$116.4M | 0.21 |
| 2026-03 | 22 | 84.0% | 9.4% | $4.50 | $596.0K | -$44.7M | 0.34 |
| 2026-02 | 19 | 96.7% | 14.5% | $5.00 | $5.4M | -$97.1M | 0.30 |
| 2026-01 | 20 | 93.1% | 13.2% | $6.00 | $425.7K | -$9.4M | 0.25 |
This archive aggregates OPEN's daily end-of-day options snapshots into monthly summaries, spanning 2010-02 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 OPEN 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 87.7%, a month-end max-pain strike around $4.50, an average put/call ratio of 0.21.
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
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov
Frequently asked OPEN history questions
- How much options history is available for OPEN?
- This archive holds 117 months of OPEN options analytics, spanning 2010-02 through 2026-06. Each entry is a monthly rollup of OPEN'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 OPEN archive.
- What data does each monthly OPEN aggregate contain?
- Every monthly row summarizes that month of OPEN 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 87.7%, an average IV rank of 6.2%, a month-end max-pain strike around $4.50, an average put/call ratio of 0.21.
- How is the OPEN options-history archive built and how often does it update?
- The archive is derived from OPEN'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 OPEN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.