Pool Corporation (POOL) Options History
Historical options analytics archive for POOL with monthly max pain, implied volatility, gamma exposure, and put/call data.
237 months of complete options data available.
POOL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for POOL. 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 | 34.7% | 35.1% | $175.00 | -$3.3M | $51.9M | 3.75 |
| 2026-08 | 21 | 36.4% | 46.2% | $195.00 | -$361.2K | $9.1M | 2.67 |
| 2026-07 | 18 | 41.9% | 67.7% | $200.00 | -$608.3K | $14.5M | 2.46 |
| 2026-06 | 16 | 39.0% | 57.0% | $210.00 | -$76.9K | -$7.5M | 1.09 |
| 2026-05 | 17 | 38.8% | 56.4% | $220.00 | -$892.8K | $24.1M | 2.19 |
| 2026-04 | 19 | 40.5% | 58.9% | $230.00 | -$865.1K | $19.7M | 3.01 |
This archive aggregates POOL's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 POOL 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 34.7%, a month-end max-pain strike around $175.00, an average put/call ratio of 3.75.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
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2007
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Frequently asked POOL history questions
- How much options history is available for POOL?
- This archive holds 237 months of POOL options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of POOL'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 POOL archive.
- What data does each monthly POOL aggregate contain?
- Every monthly row summarizes that month of POOL 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 34.7%, an average IV rank of 35.1%, a month-end max-pain strike around $175.00, an average put/call ratio of 3.75.
- How is the POOL options-history archive built and how often does it update?
- The archive is derived from POOL'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 POOL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.