GrabAGun Digital Holdings Inc. (PEW) Options History
Historical options analytics archive for PEW with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
PEW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PEW. 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 | 90.7% | 14.1% | $2.50 | $14.1K | -$378.4K | 0.54 |
| 2026-05 | 19 | 99.3% | 23.3% | $2.50 | -$566 | -$442.6K | 0.91 |
| 2026-04 | 15 | 91.3% | 20.4% | $2.50 | $5.6K | -$689.1K | 0.98 |
| 2026-03 | 21 | 104.1% | 31.0% | $2.50 | $944 | -$349.2K | 0.36 |
| 2026-02 | 19 | 100.8% | 28.0% | $2.50 | -$1.3K | -$153.8K | 3.28 |
| 2026-01 | 20 | 98.1% | 19.2% | $2.50 | $44.6K | -$1.8M | 0.93 |
This archive aggregates PEW'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 PEW 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 90.7%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.54.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PEW history questions
- How much options history is available for PEW?
- This archive holds 12 months of PEW options analytics, spanning 2025-07 through 2026-06. Each entry is a monthly rollup of PEW'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 PEW archive.
- What data does each monthly PEW aggregate contain?
- Every monthly row summarizes that month of PEW 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 90.7%, an average IV rank of 14.1%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.54.
- How is the PEW options-history archive built and how often does it update?
- The archive is derived from PEW'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 PEW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.