PSQ Holdings, Inc. (PSQH) Options History
Historical options analytics archive for PSQH with monthly max pain, implied volatility, gamma exposure, and put/call data.
36 months of complete options data available.
PSQH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PSQH. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 219.3% | 48.7% | $1.00 | $1.1K | -$2.3M | 0.61 |
| 2026-06 | 21 | 143.2% | 30.2% | $15.00 | $204 | -$5.9K | 0.13 |
| 2026-05 | 19 | 65.0% | 11.5% | $15.00 | $336 | -$8.7K | 66.17 |
| 2026-04 | 21 | 69.1% | 12.3% | $15.00 | $678 | -$22.3K | 3.10 |
| 2026-03 | 20 | 108.4% | 36.4% | $15.00 | $159 | $16.9K | 0.62 |
| 2026-02 | 19 | 195.8% | 42.9% | $15.00 | $1.2K | -$15.0K | 2.97 |
This archive aggregates PSQH's daily end-of-day options snapshots into monthly summaries, spanning 2023-08 through 2026-07. 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 PSQH 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 (2026-07) shows an average ATM implied volatility near 219.3%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.61.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Frequently asked PSQH history questions
- How much options history is available for PSQH?
- This archive holds 36 months of PSQH options analytics, spanning 2023-08 through 2026-07. Each entry is a monthly rollup of PSQH'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 PSQH archive.
- What data does each monthly PSQH aggregate contain?
- Every monthly row summarizes that month of PSQH 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, 2026-07 recorded an average ATM implied volatility near 219.3%, an average IV rank of 48.7%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.61.
- How is the PSQH options-history archive built and how often does it update?
- The archive is derived from PSQH'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 PSQH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.