Mammoth Energy Services, Inc. (TUSK) Options History
Historical options analytics archive for TUSK with monthly max pain, implied volatility, gamma exposure, and put/call data.
98 months of complete options data available.
TUSK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TUSK. 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 | 151.4% | 36.4% | - | $2.6K | -$191.3K | 1.92 |
| 2026-08 | 21 | 115.6% | 26.5% | $2.50 | $2.1K | -$239.1K | 0.01 |
| 2026-07 | 22 | 172.6% | 42.3% | $2.50 | $7.7K | -$330.2K | 8.50 |
| 2026-06 | 21 | 130.1% | 30.5% | $2.50 | $3.0K | -$198.3K | 7.23 |
| 2026-05 | 20 | 100.5% | 22.3% | $5.00 | $5.4K | -$272.5K | 0.01 |
| 2026-04 | 21 | 103.8% | 23.2% | $2.50 | $2.4K | -$165.5K | 0.02 |
This archive aggregates TUSK's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 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 TUSK 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 151.4%, an average put/call ratio of 1.92.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Frequently asked TUSK history questions
- How much options history is available for TUSK?
- This archive holds 98 months of TUSK options analytics, spanning 2018-08 through 2026-09. Each entry is a monthly rollup of TUSK'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 TUSK archive.
- What data does each monthly TUSK aggregate contain?
- Every monthly row summarizes that month of TUSK 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 151.4%, an average IV rank of 36.4%, an average put/call ratio of 1.92.
- How is the TUSK options-history archive built and how often does it update?
- The archive is derived from TUSK'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 TUSK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.