Trip.com Group Limited (TCOM) Options History
Historical options analytics archive for TCOM with monthly max pain, implied volatility, gamma exposure, and put/call data.
83 months of complete options data available.
TCOM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TCOM. 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 | 39.2% | 15.5% | $40.00 | -$1.4M | $61.0M | 1.39 |
| 2026-08 | 21 | 37.5% | 14.7% | $50.00 | -$1.1M | $41.0M | 1.55 |
| 2026-07 | 19 | 65.3% | 39.5% | $45.00 | -$442.5K | $2.0M | 2.42 |
| 2026-06 | 16 | 45.7% | 77.6% | $45.00 | -$841.0K | $74.6M | 1.50 |
| 2026-05 | 18 | 43.5% | 70.3% | $50.00 | -$1.9M | $74.1M | 1.20 |
| 2026-04 | 16 | 36.5% | 33.3% | $50.00 | $759.7K | $6.8M | 0.60 |
This archive aggregates TCOM's daily end-of-day options snapshots into monthly summaries, spanning 2019-11 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 TCOM 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 39.2%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.39.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Frequently asked TCOM history questions
- How much options history is available for TCOM?
- This archive holds 83 months of TCOM options analytics, spanning 2019-11 through 2026-09. Each entry is a monthly rollup of TCOM'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 TCOM archive.
- What data does each monthly TCOM aggregate contain?
- Every monthly row summarizes that month of TCOM 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 39.2%, an average IV rank of 15.5%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.39.
- How is the TCOM options-history archive built and how often does it update?
- The archive is derived from TCOM'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 TCOM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.