Vital Farms, Inc. (VITL) Options History
Historical options analytics archive for VITL with monthly max pain, implied volatility, gamma exposure, and put/call data.
70 months of complete options data available.
VITL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VITL. 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 | 92.4% | 15.6% | $12.50 | $42.6K | -$5.7M | 1.02 |
| 2026-06 | 21 | 99.9% | 21.6% | $10.00 | -$10.7K | -$4.4M | 0.90 |
| 2026-05 | 20 | 97.2% | 40.6% | $10.00 | $26.3K | -$2.7M | 2.02 |
| 2026-04 | 21 | 125.3% | 95.9% | $15.00 | -$687.5K | $28.3M | 3.55 |
| 2026-03 | 22 | 67.5% | 56.1% | $17.50 | -$40.4K | $3.6M | 0.96 |
| 2026-02 | 19 | 74.0% | 68.8% | $30.00 | -$123.8K | $8.9M | 1.05 |
This archive aggregates VITL's daily end-of-day options snapshots into monthly summaries, spanning 2020-10 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 VITL 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 92.4%, a month-end max-pain strike around $12.50, an average put/call ratio of 1.02.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked VITL history questions
- How much options history is available for VITL?
- This archive holds 70 months of VITL options analytics, spanning 2020-10 through 2026-07. Each entry is a monthly rollup of VITL'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 VITL archive.
- What data does each monthly VITL aggregate contain?
- Every monthly row summarizes that month of VITL 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 92.4%, an average IV rank of 15.6%, a month-end max-pain strike around $12.50, an average put/call ratio of 1.02.
- How is the VITL options-history archive built and how often does it update?
- The archive is derived from VITL'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 VITL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.