Pinnacle Financial Partners, Inc. (PNFP) Options History
Historical options analytics archive for PNFP with monthly max pain, implied volatility, gamma exposure, and put/call data.
212 months of complete options data available.
PNFP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PNFP. 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 | 32.0% | 3.6% | $95.00 | $527.3K | -$7.9M | 11.83 |
| 2026-05 | 18 | 54.4% | 15.3% | $90.00 | $419.6K | -$5.8M | 0.50 |
| 2026-04 | 19 | 35.8% | 25.5% | $90.00 | $316.5K | -$6.2M | 1.26 |
| 2026-03 | 18 | 39.2% | 24.3% | $85.00 | $151.4K | -$646.6K | 6.90 |
| 2026-02 | 19 | 34.1% | 17.9% | $100.00 | -$81.7K | $1.1M | 8.45 |
| 2026-01 | 20 | 31.2% | 14.3% | $90.00 | -$213.8K | -$1.7M | 8.00 |
This archive aggregates PNFP's daily end-of-day options snapshots into monthly summaries, spanning 2008-11 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 PNFP 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 32.0%, a month-end max-pain strike around $95.00, an average put/call ratio of 11.83.
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
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2014
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2013
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2012
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2011
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2010
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2009
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2008
Frequently asked PNFP history questions
- How much options history is available for PNFP?
- This archive holds 212 months of PNFP options analytics, spanning 2008-11 through 2026-06. Each entry is a monthly rollup of PNFP'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 PNFP archive.
- What data does each monthly PNFP aggregate contain?
- Every monthly row summarizes that month of PNFP 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 32.0%, an average IV rank of 3.6%, a month-end max-pain strike around $95.00, an average put/call ratio of 11.83.
- How is the PNFP options-history archive built and how often does it update?
- The archive is derived from PNFP'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 PNFP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.