QuantumScape Corporation (QS) Options History
Historical options analytics archive for QS with monthly max pain, implied volatility, gamma exposure, and put/call data.
70 months of complete options data available.
QS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for QS. 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 | 70.5% | 8.1% | $5.00 | $520.8K | -$18.1M | 0.32 |
| 2026-08 | 21 | 74.0% | 4.7% | $6.00 | $629.4K | -$45.7M | 0.41 |
| 2026-07 | 22 | 96.4% | 35.9% | $6.50 | $641.9K | -$44.5M | 0.36 |
| 2026-06 | 21 | 92.8% | 37.3% | $8.00 | $1.6M | -$132.2M | 0.33 |
| 2026-05 | 20 | 86.0% | 34.1% | $8.00 | $2.6M | -$220.8M | 0.16 |
| 2026-04 | 21 | 87.0% | 37.2% | $7.00 | $2.3M | -$108.4M | 0.25 |
This archive aggregates QS's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 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 QS 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 70.5%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.32.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Frequently asked QS history questions
- How much options history is available for QS?
- This archive holds 70 months of QS options analytics, spanning 2020-12 through 2026-09. Each entry is a monthly rollup of QS'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 QS archive.
- What data does each monthly QS aggregate contain?
- Every monthly row summarizes that month of QS 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 70.5%, an average IV rank of 8.1%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.32.
- How is the QS options-history archive built and how often does it update?
- The archive is derived from QS'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 QS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.