Performance Food Group Co (PFGC) Options History
Historical options analytics archive for PFGC with monthly max pain, implied volatility, gamma exposure, and put/call data.
146 months of complete options data available.
PFGC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PFGC. 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 | 16 | 30.1% | 23.2% | $100.00 | $584.3K | -$19.9M | 10.63 |
| 2026-05 | 18 | 34.8% | 30.6% | $95.00 | $1.7M | -$17.7M | 4.46 |
| 2026-04 | 18 | 39.0% | 37.1% | $90.00 | $1.5M | -$7.4M | 1.37 |
| 2026-03 | 21 | 33.9% | 29.1% | $85.00 | $1.4M | -$10.7M | 17.79 |
| 2026-02 | 19 | 28.9% | 21.3% | $95.00 | $74.5K | $1.5M | 6.39 |
| 2026-01 | 20 | 27.6% | 19.2% | $95.00 | $1.1M | -$6.2M | 2.82 |
This archive aggregates PFGC's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 PFGC 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 30.1%, a month-end max-pain strike around $100.00, an average put/call ratio of 10.63.
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
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2019
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2018
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2017
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2016
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2015
2008
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PFGC history questions
- How much options history is available for PFGC?
- This archive holds 146 months of PFGC options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of PFGC'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 PFGC archive.
- What data does each monthly PFGC aggregate contain?
- Every monthly row summarizes that month of PFGC 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 30.1%, an average IV rank of 23.2%, a month-end max-pain strike around $100.00, an average put/call ratio of 10.63.
- How is the PFGC options-history archive built and how often does it update?
- The archive is derived from PFGC'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 PFGC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.