Velocity Financial, Inc. (VEL) Options History
Historical options analytics archive for VEL with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
VEL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VEL. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 95.1% | 17.8% | $20.00 | -$203.3K | $7.1M | 0.06 |
| 2026-06 | 21 | 96.0% | 18.0% | $5.00 | -$251.8K | $6.7M | 34.74 |
| 2026-05 | 20 | 90.7% | 31.2% | - | -$243.5K | $9.2M | 31.07 |
| 2026-04 | 21 | 63.2% | 23.9% | $20.00 | -$405.6K | $5.1M | 13.15 |
| 2026-03 | 22 | 97.8% | 42.0% | $20.00 | -$315.5K | $7.4M | 556.63 |
| 2026-02 | 19 | 62.5% | 25.7% | $22.50 | -$310.2K | $11.4M | 256.97 |
This archive aggregates VEL's daily end-of-day options snapshots into monthly summaries, spanning 2021-07 through 2026-07. 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 VEL 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 (2026-07) shows an average ATM implied volatility near 95.1%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.06.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked VEL history questions
- How much options history is available for VEL?
- This archive holds 61 months of VEL options analytics, spanning 2021-07 through 2026-07. Each entry is a monthly rollup of VEL'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 VEL archive.
- What data does each monthly VEL aggregate contain?
- Every monthly row summarizes that month of VEL 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, 2026-07 recorded an average ATM implied volatility near 95.1%, an average IV rank of 17.8%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.06.
- How is the VEL options-history archive built and how often does it update?
- The archive is derived from VEL'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 VEL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.