Progyny, Inc. (PGNY) Options History
Historical options analytics archive for PGNY with monthly max pain, implied volatility, gamma exposure, and put/call data.
78 months of complete options data available.
PGNY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PGNY. 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 | 17 | 41.9% | 11.5% | $20.00 | $206.8K | -$6.6M | 1.61 |
| 2026-05 | 14 | 59.1% | 33.9% | $20.00 | $185.9K | -$5.3M | 1.27 |
| 2026-04 | 19 | 64.8% | 41.3% | $20.00 | $7.0K | -$143.0K | 3.24 |
| 2026-03 | 20 | 49.3% | 21.2% | $17.50 | $3.0K | $137.2K | 0.69 |
| 2026-02 | 19 | 57.9% | 32.3% | $22.50 | $9.7K | $310.0K | 0.64 |
| 2026-01 | 20 | 46.6% | 17.6% | $20.00 | $56.8K | -$1.5M | 0.53 |
This archive aggregates PGNY's daily end-of-day options snapshots into monthly summaries, spanning 2020-01 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 PGNY 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 41.9%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.61.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Frequently asked PGNY history questions
- How much options history is available for PGNY?
- This archive holds 78 months of PGNY options analytics, spanning 2020-01 through 2026-06. Each entry is a monthly rollup of PGNY'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 PGNY archive.
- What data does each monthly PGNY aggregate contain?
- Every monthly row summarizes that month of PGNY 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 41.9%, an average IV rank of 11.5%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.61.
- How is the PGNY options-history archive built and how often does it update?
- The archive is derived from PGNY'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 PGNY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.