Viking Holdings Ltd (VIK) Options History
Historical options analytics archive for VIK with monthly max pain, implied volatility, gamma exposure, and put/call data.
27 months of complete options data available.
VIK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VIK. 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 | 42.3% | 25.3% | $90.00 | $604.0K | -$63.7M | 4.18 |
| 2026-06 | 21 | 42.3% | 25.2% | $100.00 | -$356.0K | -$58.9M | 2.52 |
| 2026-05 | 20 | 54.6% | 54.8% | $90.00 | $1.7M | -$56.0M | 1.83 |
| 2026-04 | 21 | 47.8% | 50.3% | $75.00 | $438.6K | -$36.0M | 0.91 |
| 2026-03 | 22 | 49.4% | 34.9% | $70.00 | -$64.5K | -$10.9M | 2.94 |
| 2026-02 | 19 | 45.0% | 28.7% | $75.00 | $891.1K | -$30.4M | 0.94 |
This archive aggregates VIK's daily end-of-day options snapshots into monthly summaries, spanning 2024-05 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 VIK 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 42.3%, a month-end max-pain strike around $90.00, an average put/call ratio of 4.18.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked VIK history questions
- How much options history is available for VIK?
- This archive holds 27 months of VIK options analytics, spanning 2024-05 through 2026-07. Each entry is a monthly rollup of VIK'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 VIK archive.
- What data does each monthly VIK aggregate contain?
- Every monthly row summarizes that month of VIK 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 42.3%, an average IV rank of 25.3%, a month-end max-pain strike around $90.00, an average put/call ratio of 4.18.
- How is the VIK options-history archive built and how often does it update?
- The archive is derived from VIK'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 VIK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.