ReNew Energy Global Plc (RNW) Options History
Historical options analytics archive for RNW with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
RNW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RNW. 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 | 81.2% | 15.1% | $6.00 | $124.8K | -$1.4M | 4.78 |
| 2026-08 | 21 | 121.4% | 22.2% | $6.00 | $63.9K | -$1.3M | 1.07 |
| 2026-07 | 22 | 165.5% | 31.4% | $6.00 | $21.1K | -$910.9K | 39.74 |
| 2026-06 | 21 | 127.1% | 23.4% | $6.00 | $79.9K | -$2.3M | 1.73 |
| 2026-05 | 20 | 147.6% | 27.3% | $7.00 | $29.8K | -$690.6K | 0.11 |
| 2026-04 | 21 | 225.0% | 42.6% | $4.00 | $5.3K | $28.3K | 5.38 |
This archive aggregates RNW's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 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 RNW 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 81.2%, a month-end max-pain strike around $6.00, an average put/call ratio of 4.78.
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 RNW history questions
- How much options history is available for RNW?
- This archive holds 61 months of RNW options analytics, spanning 2021-09 through 2026-09. Each entry is a monthly rollup of RNW'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 RNW archive.
- What data does each monthly RNW aggregate contain?
- Every monthly row summarizes that month of RNW 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 81.2%, an average IV rank of 15.1%, a month-end max-pain strike around $6.00, an average put/call ratio of 4.78.
- How is the RNW options-history archive built and how often does it update?
- The archive is derived from RNW'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 RNW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.