Trane Technologies plc (TT) Options History
Historical options analytics archive for TT with monthly max pain, implied volatility, gamma exposure, and put/call data.
80 months of complete options data available.
TT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TT. 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 | 31.5% | 53.6% | $470.00 | $2.4M | -$69.6M | 1.01 |
| 2026-05 | 20 | 30.1% | 47.7% | $470.00 | -$859.3K | $21.7M | 0.98 |
| 2026-04 | 21 | 35.6% | 56.3% | $450.00 | $9.4M | -$170.6M | 0.58 |
| 2026-03 | 22 | 31.0% | 25.0% | $420.00 | $1.1M | -$15.6M | 1.09 |
| 2026-02 | 19 | 26.3% | 15.2% | $410.00 | $5.4M | -$123.5M | 0.78 |
| 2026-01 | 20 | 30.8% | 24.6% | $400.00 | $4.7M | -$72.7M | 2.84 |
This archive aggregates TT's daily end-of-day options snapshots into monthly summaries, spanning 2007-12 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 TT 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 31.5%, a month-end max-pain strike around $470.00, an average put/call ratio of 1.01.
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
2007
Frequently asked TT history questions
- How much options history is available for TT?
- This archive holds 80 months of TT options analytics, spanning 2007-12 through 2026-06. Each entry is a monthly rollup of TT'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 TT archive.
- What data does each monthly TT aggregate contain?
- Every monthly row summarizes that month of TT 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 31.5%, an average IV rank of 53.6%, a month-end max-pain strike around $470.00, an average put/call ratio of 1.01.
- How is the TT options-history archive built and how often does it update?
- The archive is derived from TT'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 TT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.