Piper Sandler Companies (PIPR) Options History
Historical options analytics archive for PIPR with monthly max pain, implied volatility, gamma exposure, and put/call data.
76 months of complete options data available.
PIPR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PIPR. 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 | 41.1% | 4.2% | $70.00 | $659.1K | -$27.5M | 0.41 |
| 2026-05 | 16 | 112.6% | 29.8% | - | $178.6K | -$33.6M | 1.71 |
| 2026-04 | 19 | 50.1% | 54.7% | $85.00 | $146.9K | -$43.8M | 14.22 |
| 2026-03 | 19 | 48.6% | 34.0% | $73.75 | -$142.1K | -$25.1M | 10.69 |
| 2026-02 | 19 | 40.1% | 23.2% | $75.00 | -$352.5K | $10.5M | 11.81 |
| 2026-01 | 20 | 36.7% | 18.9% | $87.50 | -$14.5K | -$482.1K | 4.08 |
This archive aggregates PIPR's daily end-of-day options snapshots into monthly summaries, spanning 2020-03 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 PIPR 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 41.1%, a month-end max-pain strike around $70.00, an average put/call ratio of 0.41.
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
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PIPR history questions
- How much options history is available for PIPR?
- This archive holds 76 months of PIPR options analytics, spanning 2020-03 through 2026-06. Each entry is a monthly rollup of PIPR'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 PIPR archive.
- What data does each monthly PIPR aggregate contain?
- Every monthly row summarizes that month of PIPR 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 41.1%, an average IV rank of 4.2%, a month-end max-pain strike around $70.00, an average put/call ratio of 0.41.
- How is the PIPR options-history archive built and how often does it update?
- The archive is derived from PIPR'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 PIPR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.