Pagaya Technologies Ltd. (PGY) Options History
Historical options analytics archive for PGY with monthly max pain, implied volatility, gamma exposure, and put/call data.
47 months of complete options data available.
PGY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PGY. 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 | 18 | 77.0% | 31.3% | $15.00 | $851.6K | -$72.2M | 0.25 |
| 2026-05 | 14 | 90.2% | 45.4% | $13.00 | -$14.2K | -$10.4M | 0.50 |
| 2026-04 | 20 | 107.3% | 65.9% | $16.00 | -$98.7K | $346.0K | 1.59 |
| 2026-03 | 21 | 90.0% | 47.5% | $11.00 | -$190.0K | $11.9M | 2.03 |
| 2026-02 | 19 | 95.5% | 45.4% | $14.00 | -$116.2K | $13.6M | 0.92 |
| 2026-01 | 20 | 97.5% | 41.0% | $24.00 | $248.9K | -$8.2M | 0.46 |
This archive aggregates PGY's daily end-of-day options snapshots into monthly summaries, spanning 2022-08 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 PGY 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 77.0%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.25.
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
Frequently asked PGY history questions
- How much options history is available for PGY?
- This archive holds 47 months of PGY options analytics, spanning 2022-08 through 2026-06. Each entry is a monthly rollup of PGY'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 PGY archive.
- What data does each monthly PGY aggregate contain?
- Every monthly row summarizes that month of PGY 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 77.0%, an average IV rank of 31.3%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.25.
- How is the PGY options-history archive built and how often does it update?
- The archive is derived from PGY'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 PGY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.