Blue Owl Capital Inc. (OWL) Options History
Historical options analytics archive for OWL with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
OWL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for OWL. 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 | 56.2% | 60.8% | $10.00 | -$1.3M | $216.6M | 1.98 |
| 2026-05 | 19 | 54.1% | 56.5% | $10.00 | -$2.1M | $105.9M | 2.06 |
| 2026-04 | 19 | 64.3% | 64.1% | $11.00 | -$4.9M | $280.3M | 1.34 |
| 2026-03 | 21 | 66.1% | 45.5% | $12.00 | -$7.1M | $363.6M | 2.97 |
| 2026-02 | 19 | 57.8% | 36.0% | $13.00 | -$3.8M | $250.0M | 1.86 |
| 2026-01 | 20 | 45.7% | 22.2% | $16.00 | -$5.1M | $125.5M | 3.35 |
This archive aggregates OWL's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 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 OWL 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 56.2%, a month-end max-pain strike around $10.00, an average put/call ratio of 1.98.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked OWL history questions
- How much options history is available for OWL?
- This archive holds 61 months of OWL options analytics, spanning 2021-06 through 2026-06. Each entry is a monthly rollup of OWL'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 OWL archive.
- What data does each monthly OWL aggregate contain?
- Every monthly row summarizes that month of OWL 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 56.2%, an average IV rank of 60.8%, a month-end max-pain strike around $10.00, an average put/call ratio of 1.98.
- How is the OWL options-history archive built and how often does it update?
- The archive is derived from OWL'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 OWL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.