AT&T Inc. (T) Options History
Historical options analytics archive for T with monthly max pain, implied volatility, gamma exposure, and put/call data.
234 months of complete options data available.
T monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for T. 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 | 18 | 27.3% | 67.0% | $24.00 | -$5.3M | $487.7M | 0.61 |
| 2026-05 | 18 | 23.0% | 37.8% | $25.00 | $1.7M | $49.3M | 0.53 |
| 2026-04 | 18 | 27.9% | 46.9% | $27.00 | $12.9M | -$130.9M | 0.64 |
| 2026-03 | 20 | 27.3% | 38.6% | $27.00 | $19.9M | -$501.3M | 0.76 |
| 2026-02 | 19 | 22.7% | 22.1% | $26.00 | $23.5M | -$483.7M | 0.49 |
| 2026-01 | 20 | 26.2% | 38.6% | $24.00 | $21.0M | -$499.2M | 0.89 |
This archive aggregates T's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 T 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 27.3%, a month-end max-pain strike around $24.00, an average put/call ratio of 0.61.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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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
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked T history questions
- How much options history is available for T?
- This archive holds 234 months of T options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of T'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 T archive.
- What data does each monthly T aggregate contain?
- Every monthly row summarizes that month of T 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 27.3%, an average IV rank of 67.0%, a month-end max-pain strike around $24.00, an average put/call ratio of 0.61.
- How is the T options-history archive built and how often does it update?
- The archive is derived from T'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 T's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.