PAR Technology Corporation (PAR) Options History
Historical options analytics archive for PAR with monthly max pain, implied volatility, gamma exposure, and put/call data.
119 months of complete options data available.
PAR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PAR. 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 | 19 | 79.2% | 52.2% | $15.00 | $263.3K | -$13.3M | 0.43 |
| 2026-05 | 17 | 92.9% | 67.3% | $16.00 | $170.9K | -$4.5M | 0.55 |
| 2026-04 | 19 | 101.0% | 88.8% | $12.00 | $36.0K | $1.1M | 2.53 |
| 2026-03 | 20 | 88.7% | 74.2% | $25.00 | -$147.8K | $16.0M | 2.89 |
| 2026-02 | 19 | 88.0% | 74.6% | $25.00 | -$113.2K | $21.2M | 0.86 |
| 2026-01 | 20 | 64.4% | 54.0% | $30.00 | -$50.4K | $7.4M | 2.46 |
This archive aggregates PAR's daily end-of-day options snapshots into monthly summaries, spanning 2008-08 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 PAR 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 79.2%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.43.
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
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Frequently asked PAR history questions
- How much options history is available for PAR?
- This archive holds 119 months of PAR options analytics, spanning 2008-08 through 2026-06. Each entry is a monthly rollup of PAR'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 PAR archive.
- What data does each monthly PAR aggregate contain?
- Every monthly row summarizes that month of PAR 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 79.2%, an average IV rank of 52.2%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.43.
- How is the PAR options-history archive built and how often does it update?
- The archive is derived from PAR'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 PAR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.