Power Solutions International, Inc. (PSIX) Options History
Historical options analytics archive for PSIX with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
PSIX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PSIX. 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 | 90.2% | 12.3% | $45.00 | -$13.9K | -$432.4K | 0.76 |
| 2026-05 | 19 | 113.2% | 41.1% | $40.00 | $87.3K | -$2.6M | 0.44 |
| 2026-04 | 19 | 106.3% | 62.0% | $70.00 | $157.0K | -$13.4M | 0.60 |
| 2026-03 | 21 | 101.3% | 54.2% | $60.00 | $127.2K | -$6.7M | 0.54 |
| 2026-02 | 19 | 93.9% | 42.8% | $85.00 | $122.3K | -$9.9M | 0.58 |
| 2026-01 | 20 | 81.3% | 21.9% | $65.00 | $140.0K | -$9.3M | 0.72 |
This archive aggregates PSIX's daily end-of-day options snapshots into monthly summaries, spanning 2025-07 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 PSIX 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 90.2%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.76.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PSIX history questions
- How much options history is available for PSIX?
- This archive holds 12 months of PSIX options analytics, spanning 2025-07 through 2026-06. Each entry is a monthly rollup of PSIX'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 PSIX archive.
- What data does each monthly PSIX aggregate contain?
- Every monthly row summarizes that month of PSIX 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 90.2%, an average IV rank of 12.3%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.76.
- How is the PSIX options-history archive built and how often does it update?
- The archive is derived from PSIX'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 PSIX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.