Vontier Corporation (VNT) Options History
Historical options analytics archive for VNT with monthly max pain, implied volatility, gamma exposure, and put/call data.
73 months of complete options data available.
VNT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VNT. 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 | 48.7% | 9.7% | $30.00 | $3.3K | -$470.5K | 5.04 |
| 2026-06 | 21 | 47.6% | 9.5% | $30.00 | $9.0K | -$266.0K | 0.77 |
| 2026-05 | 20 | 104.4% | 16.0% | $15.00 | $13.0K | -$58.6K | 0.66 |
| 2026-04 | 21 | 112.9% | 23.5% | $40.00 | $6.8K | -$47.8K | 0.27 |
| 2026-03 | 22 | 52.6% | 51.9% | $35.00 | $5.6K | -$71.7K | 1.20 |
| 2026-02 | 19 | 47.6% | 47.5% | $40.00 | $21.1K | -$595.8K | 2.91 |
This archive aggregates VNT's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 VNT 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 48.7%, a month-end max-pain strike around $30.00, an average put/call ratio of 5.04.
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
2007
Frequently asked VNT history questions
- How much options history is available for VNT?
- This archive holds 73 months of VNT options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of VNT'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 VNT archive.
- What data does each monthly VNT aggregate contain?
- Every monthly row summarizes that month of VNT 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 48.7%, an average IV rank of 9.7%, a month-end max-pain strike around $30.00, an average put/call ratio of 5.04.
- How is the VNT options-history archive built and how often does it update?
- The archive is derived from VNT'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 VNT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.