Turtle Beach Corporation (TBCH) Options History
Historical options analytics archive for TBCH with monthly max pain, implied volatility, gamma exposure, and put/call data.
21 months of complete options data available.
TBCH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TBCH. 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 | 120.9% | 23.5% | $10.00 | $364.9K | -$10.4M | 0.09 |
| 2026-08 | 21 | 58.8% | 10.4% | $10.00 | $275.2K | -$10.8M | 0.15 |
| 2026-07 | 18 | 130.2% | 25.4% | $10.00 | $175.0K | -$8.0M | 0.04 |
| 2026-06 | 17 | 92.1% | 18.0% | $10.00 | $278.5K | -$12.7M | 0.01 |
| 2026-05 | 18 | 79.8% | 15.3% | $10.00 | $237.3K | -$11.7M | 0.01 |
| 2026-04 | 17 | 96.2% | 19.8% | $10.00 | $164.8K | -$5.4M | 0.04 |
This archive aggregates TBCH's daily end-of-day options snapshots into monthly summaries, spanning 2025-01 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 TBCH 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 120.9%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.09.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TBCH history questions
- How much options history is available for TBCH?
- This archive holds 21 months of TBCH options analytics, spanning 2025-01 through 2026-09. Each entry is a monthly rollup of TBCH'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 TBCH archive.
- What data does each monthly TBCH aggregate contain?
- Every monthly row summarizes that month of TBCH 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 120.9%, an average IV rank of 23.5%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.09.
- How is the TBCH options-history archive built and how often does it update?
- The archive is derived from TBCH'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 TBCH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.