USA TODAY Co. Inc. (TDAY) Options History
Historical options analytics archive for TDAY with monthly max pain, implied volatility, gamma exposure, and put/call data.
10 months of complete options data available.
TDAY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TDAY. 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 | 169.0% | 38.3% | $7.00 | $32.6K | -$1.0M | 0.26 |
| 2026-08 | 21 | 118.0% | 25.9% | $5.00 | $32.6K | -$1.1M | 3.50 |
| 2026-07 | 18 | 66.7% | 12.8% | $8.00 | $63.6K | -$3.5M | 0.54 |
| 2026-06 | 16 | 48.9% | - | $6.00 | $105.9K | -$5.8M | 0.82 |
| 2026-05 | 18 | 132.8% | - | $6.00 | $107.5K | -$4.0M | 3.04 |
| 2026-04 | 15 | 90.5% | - | $7.00 | $20.5K | -$2.7M | 14.09 |
This archive aggregates TDAY's daily end-of-day options snapshots into monthly summaries, spanning 2025-12 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 TDAY 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 169.0%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.26.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked TDAY history questions
- How much options history is available for TDAY?
- This archive holds 10 months of TDAY options analytics, spanning 2025-12 through 2026-09. Each entry is a monthly rollup of TDAY'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 TDAY archive.
- What data does each monthly TDAY aggregate contain?
- Every monthly row summarizes that month of TDAY 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 169.0%, an average IV rank of 38.3%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.26.
- How is the TDAY options-history archive built and how often does it update?
- The archive is derived from TDAY'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 TDAY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.