Palo Alto Networks, Inc. (PANW) Options History
Historical options analytics archive for PANW with monthly max pain, implied volatility, gamma exposure, and put/call data.
170 months of complete options data available.
PANW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PANW. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 50.6% | 48.9% | $350.00 | $77.6M | -$7.16B | 0.73 |
| 2026-08 | 21 | 62.2% | 70.7% | $250.00 | $48.2M | -$6.85B | 1.15 |
| 2026-07 | 19 | 61.3% | 69.6% | $230.00 | $31.7M | -$5.35B | 1.11 |
| 2026-06 | 19 | 50.2% | 49.3% | $230.00 | $50.5M | -$7.01B | 0.93 |
| 2026-05 | 17 | 55.9% | 92.8% | $180.00 | $26.4M | -$4.61B | 0.72 |
| 2026-04 | 19 | 47.5% | 70.2% | $167.50 | $35.4M | -$1.24B | 0.76 |
This archive aggregates PANW's daily end-of-day options snapshots into monthly summaries, spanning 2012-08 through 2026-09. 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 PANW 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 (2026-09) shows an average ATM implied volatility near 50.6%, a month-end max-pain strike around $350.00, an average put/call ratio of 0.73.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
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2012
Frequently asked PANW history questions
- How much options history is available for PANW?
- This archive holds 170 months of PANW options analytics, spanning 2012-08 through 2026-09. Each entry is a monthly rollup of PANW'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 PANW archive.
- What data does each monthly PANW aggregate contain?
- Every monthly row summarizes that month of PANW 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, 2026-09 recorded an average ATM implied volatility near 50.6%, an average IV rank of 48.9%, a month-end max-pain strike around $350.00, an average put/call ratio of 0.73.
- How is the PANW options-history archive built and how often does it update?
- The archive is derived from PANW'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 PANW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.