V.F. Corporation (VFC) Options History
Historical options analytics archive for VFC with monthly max pain, implied volatility, gamma exposure, and put/call data.
234 months of complete options data available.
VFC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VFC. 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 | 50.5% | 24.2% | $16.00 | -$1.4M | $11.2M | 2.01 |
| 2026-05 | 20 | 62.8% | 45.1% | $16.00 | -$160.4K | -$14.2M | 1.25 |
| 2026-04 | 21 | 58.9% | 32.1% | $18.00 | -$1.6M | -$10.3M | 3.69 |
| 2026-03 | 22 | 54.0% | 17.3% | $17.50 | -$937.3K | -$274.7K | 4.54 |
| 2026-02 | 19 | 51.3% | 14.3% | $20.00 | -$618.8K | -$75.4M | 1.97 |
| 2026-01 | 20 | 65.2% | 35.1% | $17.00 | $486.7K | -$159.6M | 1.62 |
This archive aggregates VFC's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 VFC 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 50.5%, a month-end max-pain strike around $16.00, an average put/call ratio of 2.01.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked VFC history questions
- How much options history is available for VFC?
- This archive holds 234 months of VFC options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of VFC'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 VFC archive.
- What data does each monthly VFC aggregate contain?
- Every monthly row summarizes that month of VFC 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 50.5%, an average IV rank of 24.2%, a month-end max-pain strike around $16.00, an average put/call ratio of 2.01.
- How is the VFC options-history archive built and how often does it update?
- The archive is derived from VFC'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 VFC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.