UniFirst Corporation (UNF) Options History
Historical options analytics archive for UNF with monthly max pain, implied volatility, gamma exposure, and put/call data.
208 months of complete options data available.
UNF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for UNF. 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 | 25.6% | 3.6% | $260.00 | $19.5K | -$2.3M | 2.06 |
| 2026-05 | 20 | 95.0% | 19.4% | $250.00 | $267.6K | -$4.7M | 0.78 |
| 2026-04 | 21 | 90.9% | 27.3% | $250.00 | -$2.0K | -$1.3M | 0.89 |
| 2026-03 | 22 | 75.0% | 21.6% | $260.00 | $248.9K | -$1.2M | 0.64 |
| 2026-02 | 19 | 67.4% | 27.4% | $200.00 | $945.7K | -$47.4M | 4.83 |
| 2026-01 | 20 | 61.3% | 23.1% | $190.00 | -$364.6K | -$25.3M | 3.68 |
This archive aggregates UNF's daily end-of-day options snapshots into monthly summaries, spanning 2008-12 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 UNF 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 25.6%, a month-end max-pain strike around $260.00, an average put/call ratio of 2.06.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Frequently asked UNF history questions
- How much options history is available for UNF?
- This archive holds 208 months of UNF options analytics, spanning 2008-12 through 2026-06. Each entry is a monthly rollup of UNF'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 UNF archive.
- What data does each monthly UNF aggregate contain?
- Every monthly row summarizes that month of UNF 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 25.6%, an average IV rank of 3.6%, a month-end max-pain strike around $260.00, an average put/call ratio of 2.06.
- How is the UNF options-history archive built and how often does it update?
- The archive is derived from UNF'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 UNF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.