Primo Brands Corporation (PRMB) Options History
Historical options analytics archive for PRMB with monthly max pain, implied volatility, gamma exposure, and put/call data.
20 months of complete options data available.
PRMB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PRMB. 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 | 20 | 39.2% | 16.2% | $22.50 | $2.4M | -$46.5M | 0.73 |
| 2026-05 | 13 | 58.0% | 45.2% | $24.00 | $906.9K | -$27.0M | 1.60 |
| 2026-04 | 18 | 62.2% | 78.1% | $20.00 | $2.2M | -$45.5M | 0.34 |
| 2026-03 | 18 | 41.7% | 36.4% | $20.00 | $635.9K | -$2.9M | 1.42 |
| 2026-02 | 19 | 47.8% | 50.2% | $15.00 | $2.8M | -$126.2M | 1.33 |
| 2026-01 | 20 | 46.6% | 47.8% | $17.50 | $1.4M | -$56.9M | 0.66 |
This archive aggregates PRMB's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 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 PRMB 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 39.2%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.73.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked PRMB history questions
- How much options history is available for PRMB?
- This archive holds 20 months of PRMB options analytics, spanning 2024-11 through 2026-06. Each entry is a monthly rollup of PRMB'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 PRMB archive.
- What data does each monthly PRMB aggregate contain?
- Every monthly row summarizes that month of PRMB 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 39.2%, an average IV rank of 16.2%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.73.
- How is the PRMB options-history archive built and how often does it update?
- The archive is derived from PRMB'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 PRMB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.