TransUnion (TRU) Options History
Historical options analytics archive for TRU with monthly max pain, implied volatility, gamma exposure, and put/call data.
132 months of complete options data available.
TRU monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TRU. 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 | 21 | 44.4% | 43.5% | $70.00 | $227.9K | -$4.3M | 6.24 |
| 2026-05 | 20 | 44.5% | 43.6% | $70.00 | $95.1K | -$2.4M | 9.79 |
| 2026-04 | 20 | 50.6% | 49.9% | $75.00 | $135.4K | -$2.6M | 2.75 |
| 2026-03 | 22 | 49.1% | 27.7% | $72.50 | $140.7K | -$1.9M | 0.56 |
| 2026-02 | 19 | 50.3% | 29.4% | $75.00 | $550.0K | -$4.7M | 0.77 |
| 2026-01 | 20 | 41.0% | 16.4% | $87.50 | $1.1M | -$12.6M | 12.11 |
This archive aggregates TRU's daily end-of-day options snapshots into monthly summaries, spanning 2015-07 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 TRU 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 44.4%, a month-end max-pain strike around $70.00, an average put/call ratio of 6.24.
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
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TRU history questions
- How much options history is available for TRU?
- This archive holds 132 months of TRU options analytics, spanning 2015-07 through 2026-06. Each entry is a monthly rollup of TRU'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 TRU archive.
- What data does each monthly TRU aggregate contain?
- Every monthly row summarizes that month of TRU 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 44.4%, an average IV rank of 43.5%, a month-end max-pain strike around $70.00, an average put/call ratio of 6.24.
- How is the TRU options-history archive built and how often does it update?
- The archive is derived from TRU'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 TRU's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.