Perma-Pipe International Holdings, Inc. (PPIH) Options History
Historical options analytics archive for PPIH with monthly max pain, implied volatility, gamma exposure, and put/call data.
46 months of complete options data available.
PPIH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PPIH. 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 | 72.9% | 25.3% | $30.00 | $18.1K | -$607.6K | 1.25 |
| 2026-05 | 15 | 69.9% | 21.2% | $30.00 | $117.9K | -$2.7M | 0.41 |
| 2026-04 | 21 | 68.2% | 12.4% | $30.00 | $180.3K | -$3.7M | 0.08 |
| 2026-03 | 20 | 79.0% | 12.1% | $30.00 | $49.3K | -$1.3M | 1.47 |
| 2026-02 | 19 | 70.5% | 10.6% | $15.00 | $135.4K | -$5.3M | 0.23 |
| 2026-01 | 20 | 74.9% | 13.3% | $30.00 | $71.9K | -$3.8M | 0.39 |
This archive aggregates PPIH's daily end-of-day options snapshots into monthly summaries, spanning 2022-09 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 PPIH 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 72.9%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.25.
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 PPIH history questions
- How much options history is available for PPIH?
- This archive holds 46 months of PPIH options analytics, spanning 2022-09 through 2026-06. Each entry is a monthly rollup of PPIH'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 PPIH archive.
- What data does each monthly PPIH aggregate contain?
- Every monthly row summarizes that month of PPIH 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 72.9%, an average IV rank of 25.3%, a month-end max-pain strike around $30.00, an average put/call ratio of 1.25.
- How is the PPIH options-history archive built and how often does it update?
- The archive is derived from PPIH'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 PPIH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.