Texas Pacific Land Corporation (TPL) Options History
Historical options analytics archive for TPL with monthly max pain, implied volatility, gamma exposure, and put/call data.
25 months of complete options data available.
TPL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TPL. 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 | 42.8% | 31.4% | $350.00 | -$298.6K | $6.7M | 1.50 |
| 2026-08 | 21 | 45.8% | 42.7% | $380.00 | -$809.8K | -$39.1M | 1.33 |
| 2026-07 | 22 | 48.9% | 54.3% | $400.00 | $1.4M | -$67.0M | 0.81 |
| 2026-06 | 20 | 47.1% | 47.8% | $390.00 | $2.5M | -$184.2M | 1.05 |
| 2026-05 | 20 | 48.9% | 52.6% | $400.00 | $3.2M | -$71.9M | 0.51 |
| 2026-04 | 20 | 51.6% | 37.3% | $420.00 | $3.7M | -$179.2M | 0.72 |
This archive aggregates TPL's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 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 TPL 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 42.8%, a month-end max-pain strike around $350.00, an average put/call ratio of 1.50.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked TPL history questions
- How much options history is available for TPL?
- This archive holds 25 months of TPL options analytics, spanning 2024-09 through 2026-09. Each entry is a monthly rollup of TPL'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 TPL archive.
- What data does each monthly TPL aggregate contain?
- Every monthly row summarizes that month of TPL 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 42.8%, an average IV rank of 31.4%, a month-end max-pain strike around $350.00, an average put/call ratio of 1.50.
- How is the TPL options-history archive built and how often does it update?
- The archive is derived from TPL'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 TPL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.