Perma-Fix Environmental Services, Inc. (PESI) Options History
Historical options analytics archive for PESI with monthly max pain, implied volatility, gamma exposure, and put/call data.
127 months of complete options data available.
PESI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PESI. 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 | 116.9% | 24.1% | $10.00 | $102.0K | -$5.9M | 0.39 |
| 2026-05 | 19 | 146.5% | 34.9% | $10.00 | $66.8K | -$768.0K | 1.74 |
| 2026-04 | 16 | 77.0% | 17.1% | $12.50 | $63.1K | -$1.6M | 12.98 |
| 2026-03 | 22 | 121.9% | 36.2% | $12.50 | $30.2K | $367.3K | 22.16 |
| 2026-02 | 19 | 89.8% | 29.9% | $15.00 | $50.7K | -$3.8M | 6.45 |
| 2026-01 | 20 | 83.5% | 26.5% | $12.50 | $142.3K | -$11.1M | 21.00 |
This archive aggregates PESI's daily end-of-day options snapshots into monthly summaries, spanning 2015-12 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 PESI 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 116.9%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.39.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
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2018
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2017
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2016
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2015
Frequently asked PESI history questions
- How much options history is available for PESI?
- This archive holds 127 months of PESI options analytics, spanning 2015-12 through 2026-06. Each entry is a monthly rollup of PESI'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 PESI archive.
- What data does each monthly PESI aggregate contain?
- Every monthly row summarizes that month of PESI 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 116.9%, an average IV rank of 24.1%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.39.
- How is the PESI options-history archive built and how often does it update?
- The archive is derived from PESI'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 PESI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.