PTC Inc. (PTC) Options History
Historical options analytics archive for PTC with monthly max pain, implied volatility, gamma exposure, and put/call data.
151 months of complete options data available.
PTC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PTC. 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 | 21 | 40.1% | 55.8% | $115.00 | $788.8K | -$19.0M | 0.87 |
| 2026-05 | 18 | 40.6% | 57.2% | $160.00 | $203.1K | $14.9M | 1.11 |
| 2026-04 | 21 | 44.1% | 67.2% | $145.00 | -$759.4K | $32.8M | 1.69 |
| 2026-03 | 20 | 33.5% | 28.3% | $150.00 | -$938.4K | $25.5M | 5.81 |
| 2026-02 | 19 | 34.8% | 30.6% | $150.00 | $995.2K | -$19.8M | 0.95 |
| 2026-01 | 20 | 28.3% | 18.9% | $170.00 | $916.6K | -$12.2M | 10.04 |
This archive aggregates PTC's daily end-of-day options snapshots into monthly summaries, spanning 2013-12 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 PTC 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 40.1%, a month-end max-pain strike around $115.00, an average put/call ratio of 0.87.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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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
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2021
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2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
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2018
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2017
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2016
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2015
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2014
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2013
Frequently asked PTC history questions
- How much options history is available for PTC?
- This archive holds 151 months of PTC options analytics, spanning 2013-12 through 2026-06. Each entry is a monthly rollup of PTC'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 PTC archive.
- What data does each monthly PTC aggregate contain?
- Every monthly row summarizes that month of PTC 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 40.1%, an average IV rank of 55.8%, a month-end max-pain strike around $115.00, an average put/call ratio of 0.87.
- How is the PTC options-history archive built and how often does it update?
- The archive is derived from PTC'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 PTC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.