The Real Brokerage Inc. (REAX) Options History
Historical options analytics archive for REAX with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
REAX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for REAX. 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 | 94.0% | 16.4% | $17.50 | $25.1K | -$1.4M | 1.03 |
| 2026-08 | 21 | 154.3% | 29.8% | $25.00 | -$7.8K | $360.6K | 0.38 |
| 2026-07 | 22 | 208.1% | 41.8% | $20.00 | $6.0K | -$188.5K | 0.92 |
| 2026-06 | 21 | 213.3% | 42.9% | $25.00 | $11.8K | -$348.3K | 18.20 |
| 2026-05 | 20 | 25.2% | 1.2% | $25.00 | $10.8K | -$253.3K | 0.21 |
| 2026-04 | 21 | 204.4% | 41.0% | $25.00 | $15.6K | -$631.5K | 0.13 |
This archive aggregates REAX's daily end-of-day options snapshots into monthly summaries, spanning 2021-12 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 REAX 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 94.0%, a month-end max-pain strike around $17.50, an average put/call ratio of 1.03.
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
Frequently asked REAX history questions
- How much options history is available for REAX?
- This archive holds 58 months of REAX options analytics, spanning 2021-12 through 2026-09. Each entry is a monthly rollup of REAX'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 REAX archive.
- What data does each monthly REAX aggregate contain?
- Every monthly row summarizes that month of REAX 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 94.0%, an average IV rank of 16.4%, a month-end max-pain strike around $17.50, an average put/call ratio of 1.03.
- How is the REAX options-history archive built and how often does it update?
- The archive is derived from REAX'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 REAX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.