Thryv Holdings, Inc. (THRY) Options History
Historical options analytics archive for THRY with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
THRY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for THRY. 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 | 19 | 69.5% | 22.7% | $5.00 | $9.1K | -$792.6K | 0.63 |
| 2026-05 | 20 | 57.4% | 17.1% | $2.50 | $19.3K | -$2.1M | 0.15 |
| 2026-04 | 19 | 79.7% | 26.9% | $2.50 | $18.1K | -$2.5M | 0.09 |
| 2026-03 | 20 | 133.4% | 49.4% | $2.50 | $14.9K | -$1.3M | 0.14 |
| 2026-02 | 19 | 132.5% | 48.5% | $2.50 | -$813 | $148.2K | 0.28 |
| 2026-01 | 20 | 91.3% | 28.3% | $2.50 | $30.1K | -$867.9K | 0.35 |
This archive aggregates THRY's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 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 THRY 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 69.5%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.63.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked THRY history questions
- How much options history is available for THRY?
- This archive holds 61 months of THRY options analytics, spanning 2021-06 through 2026-06. Each entry is a monthly rollup of THRY'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 THRY archive.
- What data does each monthly THRY aggregate contain?
- Every monthly row summarizes that month of THRY 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 69.5%, an average IV rank of 22.7%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.63.
- How is the THRY options-history archive built and how often does it update?
- The archive is derived from THRY'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 THRY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.