Workday, Inc. (WDAY) Options History
Historical options analytics archive for WDAY with monthly max pain, implied volatility, gamma exposure, and put/call data.
165 months of complete options data available.
WDAY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WDAY. 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 | 59.3% | 65.3% | $130.00 | -$204.7K | $89.8M | 1.08 |
| 2026-05 | 20 | 70.6% | 88.8% | $125.00 | $7.3M | -$365.0M | 1.07 |
| 2026-04 | 21 | 62.7% | 85.9% | $128.00 | $2.6M | $31.5M | 0.93 |
| 2026-03 | 22 | 49.3% | 61.6% | $130.00 | $4.0M | $32.5M | 1.84 |
| 2026-02 | 19 | 58.8% | 89.5% | $165.00 | $4.1M | $161.4M | 1.57 |
| 2026-01 | 20 | 35.2% | 35.4% | $190.00 | -$3.8M | $218.6M | 3.35 |
This archive aggregates WDAY's daily end-of-day options snapshots into monthly summaries, spanning 2012-10 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 WDAY 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 59.3%, a month-end max-pain strike around $130.00, an average put/call ratio of 1.08.
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
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
Frequently asked WDAY history questions
- How much options history is available for WDAY?
- This archive holds 165 months of WDAY options analytics, spanning 2012-10 through 2026-06. Each entry is a monthly rollup of WDAY'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 WDAY archive.
- What data does each monthly WDAY aggregate contain?
- Every monthly row summarizes that month of WDAY 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 59.3%, an average IV rank of 65.3%, a month-end max-pain strike around $130.00, an average put/call ratio of 1.08.
- How is the WDAY options-history archive built and how often does it update?
- The archive is derived from WDAY'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 WDAY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.