Plains GP Holdings LP (PAGP) Options History
Historical options analytics archive for PAGP with monthly max pain, implied volatility, gamma exposure, and put/call data.
154 months of complete options data available.
PAGP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PAGP. 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 | 18 | 82.5% | 19.2% | $25.00 | $5.9M | -$126.0M | 0.41 |
| 2026-06 | 20 | 20.4% | 2.1% | $25.00 | $9.5M | -$189.6M | 0.87 |
| 2026-05 | 16 | 55.7% | 11.5% | $25.00 | $10.5M | -$239.1M | 0.58 |
| 2026-04 | 20 | 45.4% | 29.2% | $20.00 | $15.1M | -$359.1M | 1.88 |
| 2026-03 | 21 | 19.6% | 14.8% | $25.00 | $1.6M | -$203.3M | 3.03 |
| 2026-02 | 19 | 18.3% | 12.1% | $20.00 | $5.9M | -$171.0M | 0.62 |
This archive aggregates PAGP's daily end-of-day options snapshots into monthly summaries, spanning 2013-10 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 PAGP 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 82.5%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.41.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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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
Frequently asked PAGP history questions
- How much options history is available for PAGP?
- This archive holds 154 months of PAGP options analytics, spanning 2013-10 through 2026-07. Each entry is a monthly rollup of PAGP'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 PAGP archive.
- What data does each monthly PAGP aggregate contain?
- Every monthly row summarizes that month of PAGP 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 82.5%, an average IV rank of 19.2%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.41.
- How is the PAGP options-history archive built and how often does it update?
- The archive is derived from PAGP'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 PAGP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.