Wayfair Inc. (W) Options History
Historical options analytics archive for W with monthly max pain, implied volatility, gamma exposure, and put/call data.
141 months of complete options data available.
W monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for W. 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 69.0% | 44.7% | $82.50 | $2.3M | -$320.9M | 1.03 |
| 2026-05 | 20 | 66.8% | 39.4% | $70.00 | $3.2M | -$160.0M | 1.58 |
| 2026-04 | 21 | 86.4% | 55.5% | $77.50 | -$2.9M | $143.1M | 1.79 |
| 2026-03 | 22 | 69.9% | 23.5% | $75.00 | $373.8K | -$15.0M | 1.90 |
| 2026-02 | 19 | 79.1% | 34.0% | $85.00 | $656.1K | $8.6M | 1.43 |
| 2026-01 | 20 | 66.4% | 19.5% | $100.00 | -$7.0M | -$148.9M | 1.23 |
This archive aggregates W's daily end-of-day options snapshots into monthly summaries, spanning 2014-10 through 2026-06. 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 W 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 (2026-06) shows an average ATM implied volatility near 69.0%, a month-end max-pain strike around $82.50, an average put/call ratio of 1.03.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Frequently asked W history questions
- How much options history is available for W?
- This archive holds 141 months of W options analytics, spanning 2014-10 through 2026-06. Each entry is a monthly rollup of W'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 W archive.
- What data does each monthly W aggregate contain?
- Every monthly row summarizes that month of W 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, 2026-06 recorded an average ATM implied volatility near 69.0%, an average IV rank of 44.7%, a month-end max-pain strike around $82.50, an average put/call ratio of 1.03.
- How is the W options-history archive built and how often does it update?
- The archive is derived from W'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 W's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.