OneSpan Inc. (OSPN) Options History
Historical options analytics archive for OSPN with monthly max pain, implied volatility, gamma exposure, and put/call data.
95 months of complete options data available.
OSPN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for OSPN. 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 | 15 | 99.8% | 21.0% | $5.00 | $102.7K | -$2.8M | 0.08 |
| 2026-05 | 19 | 96.1% | 22.1% | $2.50 | $97.8K | -$2.5M | 0.39 |
| 2026-04 | 20 | 113.3% | 27.0% | $10.00 | $949 | -$142.7K | 0.50 |
| 2026-03 | 22 | 58.6% | 24.4% | $10.00 | $1.3K | $81.3K | 3.40 |
| 2026-02 | 19 | 59.3% | 36.2% | $12.50 | $13.3K | -$84.3K | 2.07 |
| 2026-01 | 20 | 41.3% | 30.4% | $10.00 | $23.9K | -$403.5K | 0.67 |
This archive aggregates OSPN's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 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 OSPN 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 99.8%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.08.
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
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked OSPN history questions
- How much options history is available for OSPN?
- This archive holds 95 months of OSPN options analytics, spanning 2018-08 through 2026-06. Each entry is a monthly rollup of OSPN'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 OSPN archive.
- What data does each monthly OSPN aggregate contain?
- Every monthly row summarizes that month of OSPN 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 99.8%, an average IV rank of 21.0%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.08.
- How is the OSPN options-history archive built and how often does it update?
- The archive is derived from OSPN'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 OSPN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.