Wyndham Hotels & Resorts, Inc. (WH) Options History
Historical options analytics archive for WH with monthly max pain, implied volatility, gamma exposure, and put/call data.
95 months of complete options data available.
WH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WH. 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 | 35.6% | 54.7% | $80.00 | $648.8K | -$20.8M | 1.04 |
| 2026-05 | 20 | 35.0% | 54.4% | $80.00 | $572.3K | -$5.4M | 2.56 |
| 2026-04 | 21 | 36.9% | 53.1% | $80.00 | $686.7K | -$6.0M | 1.89 |
| 2026-03 | 22 | 36.1% | 30.0% | $80.00 | $54.8K | -$1.3M | 3.13 |
| 2026-02 | 19 | 36.4% | 33.6% | $80.00 | $52.8K | -$1.2M | 40.39 |
| 2026-01 | 20 | 33.7% | 28.8% | $75.00 | $58.8K | -$617.0K | 2.69 |
This archive aggregates WH's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 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 WH 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 35.6%, a month-end max-pain strike around $80.00, an average put/call ratio of 1.04.
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
Frequently asked WH history questions
- How much options history is available for WH?
- This archive holds 95 months of WH options analytics, spanning 2018-08 through 2026-06. Each entry is a monthly rollup of WH'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 WH archive.
- What data does each monthly WH aggregate contain?
- Every monthly row summarizes that month of WH 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 35.6%, an average IV rank of 54.7%, a month-end max-pain strike around $80.00, an average put/call ratio of 1.04.
- How is the WH options-history archive built and how often does it update?
- The archive is derived from WH'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 WH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.