Weis Markets, Inc. (WMK) Options History
Historical options analytics archive for WMK with monthly max pain, implied volatility, gamma exposure, and put/call data.
96 months of complete options data available.
WMK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WMK. 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 | 39.5% | 6.5% | $60.00 | $16.9K | -$406.5K | 0.01 |
| 2026-05 | 20 | 45.7% | 8.1% | $50.00 | $7.1K | -$169.0K | 2.16 |
| 2026-04 | 21 | 61.9% | 12.4% | $65.00 | $5.7K | -$127.8K | 0.00 |
| 2026-03 | 22 | 128.0% | 52.5% | $60.00 | $6.7K | -$112.1K | 0.02 |
| 2026-02 | 19 | 37.2% | 16.4% | $80.00 | -$1.4K | -$8.3K | 0.00 |
| 2026-01 | 20 | 46.5% | 29.2% | $60.00 | $513 | -$62.3K | 0.00 |
This archive aggregates WMK's daily end-of-day options snapshots into monthly summaries, spanning 2018-07 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 WMK 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 39.5%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.01.
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked WMK history questions
- How much options history is available for WMK?
- This archive holds 96 months of WMK options analytics, spanning 2018-07 through 2026-06. Each entry is a monthly rollup of WMK'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 WMK archive.
- What data does each monthly WMK aggregate contain?
- Every monthly row summarizes that month of WMK 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 39.5%, an average IV rank of 6.5%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.01.
- How is the WMK options-history archive built and how often does it update?
- The archive is derived from WMK'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 WMK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.