RingCentral, Inc. (RNG) Options History
Historical options analytics archive for RNG with monthly max pain, implied volatility, gamma exposure, and put/call data.
155 months of complete options data available.
RNG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RNG. 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 | 56.3% | 47.4% | $70.00 | $679.4K | -$33.9M | 0.97 |
| 2026-08 | 21 | 56.7% | 48.2% | $60.00 | $201.5K | -$27.3M | 1.56 |
| 2026-07 | 22 | 70.9% | 78.6% | $45.00 | $158.3K | -$24.3M | 0.82 |
| 2026-06 | 21 | 62.1% | 59.8% | $35.00 | $155.2K | -$7.5M | 0.52 |
| 2026-05 | 20 | 67.1% | 70.6% | $35.00 | $593.8K | -$18.2M | 0.42 |
| 2026-04 | 21 | 75.5% | 86.4% | $40.00 | -$27.6K | -$4.6M | 0.73 |
This archive aggregates RNG's daily end-of-day options snapshots into monthly summaries, spanning 2013-11 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 RNG 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 56.3%, a month-end max-pain strike around $70.00, an average put/call ratio of 0.97.
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
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2021
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2020
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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 RNG history questions
- How much options history is available for RNG?
- This archive holds 155 months of RNG options analytics, spanning 2013-11 through 2026-09. Each entry is a monthly rollup of RNG'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 RNG archive.
- What data does each monthly RNG aggregate contain?
- Every monthly row summarizes that month of RNG 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 56.3%, an average IV rank of 47.4%, a month-end max-pain strike around $70.00, an average put/call ratio of 0.97.
- How is the RNG options-history archive built and how often does it update?
- The archive is derived from RNG'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 RNG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.