Ponce Financial Group, Inc. (PDLB) Options History
Historical options analytics archive for PDLB with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
PDLB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PDLB. 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 | 13 | 107.7% | 50.2% | $10.00 | $30.2K | -$894.2K | 0.20 |
| 2026-05 | 20 | 59.3% | 23.6% | $10.00 | $24.3K | -$743.0K | 0.75 |
| 2026-04 | 16 | 56.2% | 21.9% | $15.00 | $2.6K | -$144.5K | 0.00 |
| 2026-03 | 21 | 85.2% | 37.9% | - | $3.2K | -$141.9K | 0.07 |
| 2026-02 | 19 | 55.1% | 21.3% | - | $2.7K | -$126.1K | 0.00 |
| 2026-01 | 20 | 78.3% | 14.3% | $12.50 | $15.1K | -$212.7K | 0.00 |
This archive aggregates PDLB's daily end-of-day options snapshots into monthly summaries, spanning 2025-07 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 PDLB 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 107.7%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.20.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PDLB history questions
- How much options history is available for PDLB?
- This archive holds 12 months of PDLB options analytics, spanning 2025-07 through 2026-06. Each entry is a monthly rollup of PDLB'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 PDLB archive.
- What data does each monthly PDLB aggregate contain?
- Every monthly row summarizes that month of PDLB 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 107.7%, an average IV rank of 50.2%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.20.
- How is the PDLB options-history archive built and how often does it update?
- The archive is derived from PDLB'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 PDLB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.