Welltower Inc. (WELL) Options History
Historical options analytics archive for WELL with monthly max pain, implied volatility, gamma exposure, and put/call data.
100 months of complete options data available.
WELL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WELL. 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 | 26.9% | 55.8% | $210.00 | $4.5M | -$178.6M | 0.89 |
| 2026-05 | 20 | 24.1% | 39.0% | $210.00 | $1.4M | -$97.2M | 1.12 |
| 2026-04 | 21 | 28.6% | 54.4% | $210.00 | $4.3M | -$139.7M | 1.24 |
| 2026-03 | 22 | 26.7% | 23.8% | $210.00 | $1.2M | -$52.8M | 0.82 |
| 2026-02 | 19 | 25.9% | 21.6% | $200.00 | $3.9M | -$130.0M | 0.70 |
| 2026-01 | 20 | 23.9% | 16.3% | $190.00 | $2.8M | -$50.6M | 0.89 |
This archive aggregates WELL's daily end-of-day options snapshots into monthly summaries, spanning 2018-03 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 WELL 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 26.9%, a month-end max-pain strike around $210.00, an average put/call ratio of 0.89.
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
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked WELL history questions
- How much options history is available for WELL?
- This archive holds 100 months of WELL options analytics, spanning 2018-03 through 2026-06. Each entry is a monthly rollup of WELL'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 WELL archive.
- What data does each monthly WELL aggregate contain?
- Every monthly row summarizes that month of WELL 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 26.9%, an average IV rank of 55.8%, a month-end max-pain strike around $210.00, an average put/call ratio of 0.89.
- How is the WELL options-history archive built and how often does it update?
- The archive is derived from WELL'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 WELL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.