Planet Fitness, Inc. (PLNT) Options History
Historical options analytics archive for PLNT with monthly max pain, implied volatility, gamma exposure, and put/call data.
134 months of complete options data available.
PLNT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PLNT. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 42.0% | 26.8% | $42.50 | $996.7K | -$7.6M | 0.49 |
| 2026-08 | 21 | 43.1% | 28.6% | $50.00 | $2.3M | -$35.7M | 0.82 |
| 2026-07 | 19 | 53.9% | 48.0% | $50.00 | $7.1M | -$199.3M | 0.84 |
| 2026-06 | 16 | 46.5% | 35.7% | $47.50 | $6.2M | -$104.5M | 0.98 |
| 2026-05 | 17 | 56.7% | 53.5% | $47.50 | $5.9M | -$137.3M | 0.47 |
| 2026-04 | 17 | 52.1% | 52.3% | $70.00 | $293.3K | -$1.9M | 1.24 |
This archive aggregates PLNT's daily end-of-day options snapshots into monthly summaries, spanning 2015-08 through 2026-09. 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 PLNT 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 (2026-09) shows an average ATM implied volatility near 42.0%, a month-end max-pain strike around $42.50, an average put/call ratio of 0.49.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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 PLNT history questions
- How much options history is available for PLNT?
- This archive holds 134 months of PLNT options analytics, spanning 2015-08 through 2026-09. Each entry is a monthly rollup of PLNT'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 PLNT archive.
- What data does each monthly PLNT aggregate contain?
- Every monthly row summarizes that month of PLNT 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, 2026-09 recorded an average ATM implied volatility near 42.0%, an average IV rank of 26.8%, a month-end max-pain strike around $42.50, an average put/call ratio of 0.49.
- How is the PLNT options-history archive built and how often does it update?
- The archive is derived from PLNT'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 PLNT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.