Vertiv Holdings Co (VRT) Options History
Historical options analytics archive for VRT with monthly max pain, implied volatility, gamma exposure, and put/call data.
75 months of complete options data available.
VRT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VRT. 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 | 80.2% | 88.8% | $300.00 | -$25.3M | -$626.4M | 1.39 |
| 2026-06 | 21 | 69.3% | 70.8% | $320.00 | $31.1M | -$3.51B | 1.21 |
| 2026-05 | 20 | 66.8% | 63.9% | $340.00 | -$7.6M | -$3.12B | 1.35 |
| 2026-04 | 21 | 69.9% | 46.1% | $275.00 | $52.4M | -$4.64B | 1.34 |
| 2026-03 | 21 | 67.3% | 29.2% | $250.00 | $5.3M | -$2.00B | 1.07 |
| 2026-02 | 19 | 66.4% | 28.3% | $190.00 | $48.4M | -$3.42B | 0.84 |
This archive aggregates VRT's daily end-of-day options snapshots into monthly summaries, spanning 2020-05 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 VRT 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 80.2%, a month-end max-pain strike around $300.00, an average put/call ratio of 1.39.
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked VRT history questions
- How much options history is available for VRT?
- This archive holds 75 months of VRT options analytics, spanning 2020-05 through 2026-07. Each entry is a monthly rollup of VRT'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 VRT archive.
- What data does each monthly VRT aggregate contain?
- Every monthly row summarizes that month of VRT 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 80.2%, an average IV rank of 88.8%, a month-end max-pain strike around $300.00, an average put/call ratio of 1.39.
- How is the VRT options-history archive built and how often does it update?
- The archive is derived from VRT'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 VRT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.