PBF Energy Inc. (PBF) Options History
Historical options analytics archive for PBF with monthly max pain, implied volatility, gamma exposure, and put/call data.
162 months of complete options data available.
PBF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PBF. 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 | 19 | 74.0% | 46.9% | $60.00 | $3.6M | -$248.4M | 0.43 |
| 2026-06 | 16 | 65.2% | 27.2% | $43.00 | $844.6K | -$59.8M | 2.27 |
| 2026-05 | 17 | 71.5% | 41.4% | $40.00 | $821.8K | -$46.5M | 0.26 |
| 2026-04 | 16 | 75.0% | 39.9% | $40.00 | $5.0M | -$119.3M | 0.66 |
| 2026-03 | 22 | 82.7% | 36.2% | $43.00 | $2.4M | -$77.6M | 0.54 |
| 2026-02 | 19 | 69.8% | 22.2% | $33.00 | -$1.3M | $2.0M | 6.92 |
This archive aggregates PBF's daily end-of-day options snapshots into monthly summaries, spanning 2013-02 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 PBF 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 74.0%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.43.
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
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Frequently asked PBF history questions
- How much options history is available for PBF?
- This archive holds 162 months of PBF options analytics, spanning 2013-02 through 2026-07. Each entry is a monthly rollup of PBF'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 PBF archive.
- What data does each monthly PBF aggregate contain?
- Every monthly row summarizes that month of PBF 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 74.0%, an average IV rank of 46.9%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.43.
- How is the PBF options-history archive built and how often does it update?
- The archive is derived from PBF'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 PBF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.