Procore Technologies, Inc. (PCOR) Options History
Historical options analytics archive for PCOR with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
PCOR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PCOR. 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 | 14 | 59.4% | 49.7% | $55.00 | -$20.8K | $21.3M | 1.43 |
| 2026-05 | 20 | 58.6% | 48.5% | $55.00 | -$396.7K | $15.4M | 0.61 |
| 2026-04 | 16 | 65.6% | 59.6% | $55.00 | -$89.4K | $4.4M | 0.53 |
| 2026-03 | 19 | 48.5% | 32.2% | $65.00 | -$199.8K | $8.7M | 4.75 |
| 2026-02 | 19 | 62.2% | 53.2% | $50.00 | -$43.5K | $8.3M | 0.59 |
| 2026-01 | 20 | 48.1% | 30.8% | $72.50 | -$28.5K | $13.2M | 0.62 |
This archive aggregates PCOR's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 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 PCOR 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 59.4%, a month-end max-pain strike around $55.00, an average put/call ratio of 1.43.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PCOR history questions
- How much options history is available for PCOR?
- This archive holds 61 months of PCOR options analytics, spanning 2021-06 through 2026-06. Each entry is a monthly rollup of PCOR'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 PCOR archive.
- What data does each monthly PCOR aggregate contain?
- Every monthly row summarizes that month of PCOR 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 59.4%, an average IV rank of 49.7%, a month-end max-pain strike around $55.00, an average put/call ratio of 1.43.
- How is the PCOR options-history archive built and how often does it update?
- The archive is derived from PCOR'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 PCOR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.