Valley National Bancorp (VLY) Options History
Historical options analytics archive for VLY with monthly max pain, implied volatility, gamma exposure, and put/call data.
237 months of complete options data available.
VLY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VLY. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 93.3% | 23.5% | $14.00 | $99.1K | -$3.1M | 2.19 |
| 2026-08 | 21 | 78.1% | 22.4% | $13.00 | $126.7K | -$6.6M | 0.56 |
| 2026-07 | 22 | 92.4% | 26.4% | $15.00 | $64.5K | -$6.5M | 2.64 |
| 2026-06 | 21 | 40.3% | 26.4% | $12.00 | $125.4K | -$8.6M | 2.22 |
| 2026-05 | 20 | 32.7% | 34.6% | $12.00 | $141.2K | -$8.7M | 1.69 |
| 2026-04 | 21 | 35.7% | 34.5% | $10.00 | $61.4K | -$8.3M | 4.56 |
This archive aggregates VLY's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. 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 VLY 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 (2026-09) shows an average ATM implied volatility near 93.3%, a month-end max-pain strike around $14.00, an average put/call ratio of 2.19.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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 | Apr | May | Jun | 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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked VLY history questions
- How much options history is available for VLY?
- This archive holds 237 months of VLY options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of VLY'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 VLY archive.
- What data does each monthly VLY aggregate contain?
- Every monthly row summarizes that month of VLY 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, 2026-09 recorded an average ATM implied volatility near 93.3%, an average IV rank of 23.5%, a month-end max-pain strike around $14.00, an average put/call ratio of 2.19.
- How is the VLY options-history archive built and how often does it update?
- The archive is derived from VLY'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 VLY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.