Qnity Electronics, Inc. (Q) Options History
Historical options analytics archive for Q with monthly max pain, implied volatility, gamma exposure, and put/call data.
115 months of complete options data available.
Q monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for Q. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 51.9% | 33.5% | $130.00 | $499.4K | -$42.1M | 3.63 |
| 2026-08 | 21 | 59.3% | 40.2% | $140.00 | -$3.3M | $59.0M | 2.68 |
| 2026-07 | 22 | 81.5% | 60.6% | $135.00 | $2.1M | -$62.4M | 1.26 |
| 2026-06 | 21 | 65.8% | 46.8% | $155.00 | $4.2M | -$163.4M | 0.36 |
| 2026-05 | 20 | 67.5% | 61.4% | $145.00 | $3.6M | -$154.2M | 0.27 |
| 2026-04 | 21 | 66.0% | 92.5% | $100.00 | $4.7M | -$208.6M | 0.45 |
This archive aggregates Q's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. 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 Q 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 (2026-09) shows an average ATM implied volatility near 51.9%, a month-end max-pain strike around $130.00, an average put/call ratio of 3.63.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
2017
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2016
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2015
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2014
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2013
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2011
2010
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2009
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2008
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2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked Q history questions
- How much options history is available for Q?
- This archive holds 115 months of Q options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of Q'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 Q archive.
- What data does each monthly Q aggregate contain?
- Every monthly row summarizes that month of Q 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, 2026-09 recorded an average ATM implied volatility near 51.9%, an average IV rank of 33.5%, a month-end max-pain strike around $130.00, an average put/call ratio of 3.63.
- How is the Q options-history archive built and how often does it update?
- The archive is derived from Q'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 Q's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.