Park National Corporation (PRK) Options History
Historical options analytics archive for PRK with monthly max pain, implied volatility, gamma exposure, and put/call data.
143 months of complete options data available.
PRK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PRK. 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 | 30.5% | 27.5% | $175.00 | $17.3K | -$272.5K | 0.50 |
| 2026-05 | 12 | 32.5% | 23.4% | - | $11.3K | -$164.0K | 0.00 |
| 2026-04 | 20 | 37.4% | 33.1% | $180.00 | $9.9K | -$158.1K | 0.00 |
| 2026-03 | 18 | 37.8% | 32.6% | $155.00 | $575 | -$11.3K | - |
| 2026-02 | 19 | 31.4% | 18.7% | $163.75 | $3.2K | -$36.4K | 0.00 |
| 2026-01 | 20 | 36.4% | 29.5% | $160.00 | $3.4K | -$24.7K | 0.00 |
This archive aggregates PRK's daily end-of-day options snapshots into monthly summaries, spanning 2014-08 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 PRK 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 30.5%, a month-end max-pain strike around $175.00, an average put/call ratio of 0.50.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Frequently asked PRK history questions
- How much options history is available for PRK?
- This archive holds 143 months of PRK options analytics, spanning 2014-08 through 2026-06. Each entry is a monthly rollup of PRK'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 PRK archive.
- What data does each monthly PRK aggregate contain?
- Every monthly row summarizes that month of PRK 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 30.5%, an average IV rank of 27.5%, a month-end max-pain strike around $175.00, an average put/call ratio of 0.50.
- How is the PRK options-history archive built and how often does it update?
- The archive is derived from PRK'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 PRK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.