QCR Holdings, Inc. (QCRH) Options History
Historical options analytics archive for QCRH with monthly max pain, implied volatility, gamma exposure, and put/call data.
127 months of complete options data available.
QCRH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QCRH. 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 | 76.2% | 11.9% | $75.00 | $50.7K | -$1.2M | 0.00 |
| 2026-05 | 20 | 166.7% | 31.5% | $75.00 | $54.7K | -$800.5K | 0.01 |
| 2026-04 | 21 | 76.4% | 36.4% | $85.00 | $48.4K | -$750.8K | 0.00 |
| 2026-03 | 22 | 41.9% | 26.3% | $75.00 | $35.4K | -$436.6K | 0.36 |
| 2026-02 | 19 | 33.2% | 16.2% | $90.00 | $45.0K | -$640.6K | 0.33 |
| 2026-01 | 20 | 38.4% | 22.3% | $85.00 | $41.9K | -$757.6K | 0.00 |
This archive aggregates QCRH's daily end-of-day options snapshots into monthly summaries, spanning 2015-12 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 QCRH 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 76.2%, a month-end max-pain strike around $75.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Frequently asked QCRH history questions
- How much options history is available for QCRH?
- This archive holds 127 months of QCRH options analytics, spanning 2015-12 through 2026-06. Each entry is a monthly rollup of QCRH'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 QCRH archive.
- What data does each monthly QCRH aggregate contain?
- Every monthly row summarizes that month of QCRH 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 76.2%, an average IV rank of 11.9%, a month-end max-pain strike around $75.00, an average put/call ratio of 0.00.
- How is the QCRH options-history archive built and how often does it update?
- The archive is derived from QCRH'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 QCRH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.