Patria Investments Ltd (PAX) Options History
Historical options analytics archive for PAX with monthly max pain, implied volatility, gamma exposure, and put/call data.
65 months of complete options data available.
PAX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PAX. 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 | 80.6% | 15.9% | $12.50 | -$723 | $224.0K | 1.45 |
| 2026-05 | 15 | 172.2% | 35.1% | $12.50 | $49.3K | -$200.8K | 2.21 |
| 2026-04 | 18 | 152.9% | 30.9% | $12.50 | -$2.1K | $57.4K | 1.13 |
| 2026-03 | 21 | 61.3% | 34.7% | $12.50 | $2.0K | -$25.7K | 0.76 |
| 2026-02 | 19 | 43.7% | 35.5% | $15.00 | $8.2K | -$65.5K | 1.43 |
| 2026-01 | 20 | 33.6% | 23.0% | $17.50 | -$8.8K | $225.0K | 2.91 |
This archive aggregates PAX's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 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 PAX 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 80.6%, a month-end max-pain strike around $12.50, an average put/call ratio of 1.45.
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PAX history questions
- How much options history is available for PAX?
- This archive holds 65 months of PAX options analytics, spanning 2021-02 through 2026-06. Each entry is a monthly rollup of PAX'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 PAX archive.
- What data does each monthly PAX aggregate contain?
- Every monthly row summarizes that month of PAX 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 80.6%, an average IV rank of 15.9%, a month-end max-pain strike around $12.50, an average put/call ratio of 1.45.
- How is the PAX options-history archive built and how often does it update?
- The archive is derived from PAX'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 PAX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.