PROG Holdings, Inc. (PRG) Options History
Historical options analytics archive for PRG with monthly max pain, implied volatility, gamma exposure, and put/call data.
67 months of complete options data available.
PRG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PRG. 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 | 18 | 47.4% | 7.2% | $30.00 | $164.8K | -$5.8M | 0.44 |
| 2026-05 | 12 | 48.6% | 7.5% | $25.00 | $246.4K | -$2.4M | 0.34 |
| 2026-04 | 19 | 72.8% | 13.3% | $30.00 | $15.9K | -$565.6K | 4.34 |
| 2026-03 | 18 | 64.7% | 41.5% | $30.00 | $2.3K | -$17.5K | 1.36 |
| 2026-02 | 19 | 54.1% | 37.3% | $30.00 | $87.1K | -$1.2M | 0.87 |
| 2026-01 | 20 | 54.6% | 37.8% | $30.00 | $13.5K | -$440.0K | 0.64 |
This archive aggregates PRG's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 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 PRG 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 47.4%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.44.
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
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
Frequently asked PRG history questions
- How much options history is available for PRG?
- This archive holds 67 months of PRG options analytics, spanning 2020-12 through 2026-06. Each entry is a monthly rollup of PRG'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 PRG archive.
- What data does each monthly PRG aggregate contain?
- Every monthly row summarizes that month of PRG 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 47.4%, an average IV rank of 7.2%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.44.
- How is the PRG options-history archive built and how often does it update?
- The archive is derived from PRG'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 PRG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.