Waystar Holding Corp. (WAY) Options History
Historical options analytics archive for WAY with monthly max pain, implied volatility, gamma exposure, and put/call data.
25 months of complete options data available.
WAY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WAY. 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 | 63.5% | 7.3% | $20.00 | $107.4K | -$3.4M | 0.62 |
| 2026-06 | 21 | 86.4% | 13.3% | $20.00 | $35.4K | -$2.5M | 1.54 |
| 2026-05 | 20 | 66.7% | 24.3% | $20.00 | -$104.8K | $6.2M | 2.14 |
| 2026-04 | 21 | 64.8% | 57.5% | $25.00 | $35.1K | $3.3M | 1.30 |
| 2026-03 | 22 | 53.2% | 37.7% | $25.00 | $73.6K | $5.2K | 1.98 |
| 2026-02 | 19 | 64.8% | 58.7% | $25.00 | $461.9K | -$9.4M | 1.35 |
This archive aggregates WAY's daily end-of-day options snapshots into monthly summaries, spanning 2024-07 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 WAY 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 63.5%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.62.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked WAY history questions
- How much options history is available for WAY?
- This archive holds 25 months of WAY options analytics, spanning 2024-07 through 2026-07. Each entry is a monthly rollup of WAY'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 WAY archive.
- What data does each monthly WAY aggregate contain?
- Every monthly row summarizes that month of WAY 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 63.5%, an average IV rank of 7.3%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.62.
- How is the WAY options-history archive built and how often does it update?
- The archive is derived from WAY'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 WAY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.