Pioneer Pow (PPSI) Options History
Historical options analytics archive for PPSI with monthly max pain, implied volatility, gamma exposure, and put/call data.
37 months of complete options data available.
PPSI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PPSI. 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 | 19 | 129.9% | 21.0% | $3.00 | $9.0K | -$848.7K | 0.11 |
| 2026-05 | 14 | 190.5% | 37.5% | $3.00 | $14.4K | -$2.1M | 0.03 |
| 2026-04 | 21 | 102.9% | 23.6% | $3.00 | $3.3K | -$230.5K | 0.01 |
| 2026-03 | 20 | 120.3% | 28.3% | $4.00 | $1.7K | -$95.9K | 3.60 |
| 2026-02 | 19 | 100.7% | 21.3% | $3.00 | $1.9K | -$159.7K | 0.46 |
| 2026-01 | 20 | 92.2% | 18.3% | $3.00 | $6.4K | -$391.2K | 0.04 |
This archive aggregates PPSI's daily end-of-day options snapshots into monthly summaries, spanning 2023-06 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 PPSI 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 129.9%, a month-end max-pain strike around $3.00, an average put/call ratio of 0.11.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PPSI history questions
- How much options history is available for PPSI?
- This archive holds 37 months of PPSI options analytics, spanning 2023-06 through 2026-06. Each entry is a monthly rollup of PPSI'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 PPSI archive.
- What data does each monthly PPSI aggregate contain?
- Every monthly row summarizes that month of PPSI 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 129.9%, an average IV rank of 21.0%, a month-end max-pain strike around $3.00, an average put/call ratio of 0.11.
- How is the PPSI options-history archive built and how often does it update?
- The archive is derived from PPSI'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 PPSI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.