Orion Group Holdings, Inc. (ORN) Options History
Historical options analytics archive for ORN with monthly max pain, implied volatility, gamma exposure, and put/call data.
205 months of complete options data available.
ORN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ORN. 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 | 17 | 93.5% | 22.5% | $10.00 | -$2.6K | $86.6K | 0.04 |
| 2026-06 | 18 | 67.9% | 16.3% | $15.00 | $58.5K | -$1.1M | 0.16 |
| 2026-05 | 20 | 59.4% | 11.3% | - | $434 | -$366.5K | 0.13 |
| 2026-04 | 21 | 110.2% | 23.1% | $12.50 | $1.8K | -$377.4K | 1.46 |
| 2026-03 | 22 | 125.1% | 20.0% | $7.50 | $3.3K | -$170.7K | 0.23 |
| 2026-02 | 19 | 90.4% | 17.9% | $10.00 | $4.2K | -$452.8K | 4.21 |
This archive aggregates ORN's daily end-of-day options snapshots into monthly summaries, spanning 2009-07 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 ORN 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 93.5%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.04.
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
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2022
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2021
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2020
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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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2012
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2011
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2010
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2009
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Frequently asked ORN history questions
- How much options history is available for ORN?
- This archive holds 205 months of ORN options analytics, spanning 2009-07 through 2026-07. Each entry is a monthly rollup of ORN'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 ORN archive.
- What data does each monthly ORN aggregate contain?
- Every monthly row summarizes that month of ORN 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 93.5%, an average IV rank of 22.5%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.04.
- How is the ORN options-history archive built and how often does it update?
- The archive is derived from ORN'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 ORN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.