Preferred Bank (PFBC) Options History
Historical options analytics archive for PFBC with monthly max pain, implied volatility, gamma exposure, and put/call data.
128 months of complete options data available.
PFBC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PFBC. 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 | 15 | 198.1% | 33.8% | $100.00 | $25.5K | -$456.6K | 0.67 |
| 2026-06 | 15 | 81.0% | 5.0% | $95.00 | $17.3K | -$422.7K | 0.00 |
| 2026-05 | 18 | 143.3% | 26.2% | - | $18.6K | -$255.8K | 0.10 |
| 2026-04 | 17 | 163.4% | 33.2% | $85.00 | $15.4K | -$249.8K | 0.12 |
| 2026-03 | 20 | 68.1% | 28.0% | $95.00 | $9.8K | -$134.6K | 0.05 |
| 2026-02 | 19 | 35.3% | 22.9% | $90.00 | -$14.8K | $63.4K | 2.67 |
This archive aggregates PFBC's daily end-of-day options snapshots into monthly summaries, spanning 2015-12 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 PFBC 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 198.1%, a month-end max-pain strike around $100.00, an average put/call ratio of 0.67.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Frequently asked PFBC history questions
- How much options history is available for PFBC?
- This archive holds 128 months of PFBC options analytics, spanning 2015-12 through 2026-07. Each entry is a monthly rollup of PFBC'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 PFBC archive.
- What data does each monthly PFBC aggregate contain?
- Every monthly row summarizes that month of PFBC 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 198.1%, an average IV rank of 33.8%, a month-end max-pain strike around $100.00, an average put/call ratio of 0.67.
- How is the PFBC options-history archive built and how often does it update?
- The archive is derived from PFBC'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 PFBC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.