Waterstone Financial, Inc. (WSBF) Options History
Historical options analytics archive for WSBF with monthly max pain, implied volatility, gamma exposure, and put/call data.
148 months of complete options data available.
WSBF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WSBF. 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 | 81.7% | 16.4% | $5.00 | $634 | -$16.7K | 0.07 |
| 2026-06 | 21 | 177.5% | 33.6% | $2.50 | $5.1K | -$88.9K | 0.06 |
| 2026-05 | 20 | 204.7% | 42.5% | $17.50 | $3.9K | -$60.1K | 0.57 |
| 2026-04 | 21 | 227.0% | 44.7% | $15.00 | $12.7K | -$158.8K | 0.00 |
| 2026-03 | 22 | 266.4% | 32.5% | $2.50 | $7.6K | -$268.5K | 0.00 |
| 2026-02 | 19 | 66.6% | 15.8% | $2.50 | $8.6K | -$154.0K | 0.33 |
This archive aggregates WSBF's daily end-of-day options snapshots into monthly summaries, spanning 2014-04 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 WSBF 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 81.7%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.07.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
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2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
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2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked WSBF history questions
- How much options history is available for WSBF?
- This archive holds 148 months of WSBF options analytics, spanning 2014-04 through 2026-07. Each entry is a monthly rollup of WSBF'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 WSBF archive.
- What data does each monthly WSBF aggregate contain?
- Every monthly row summarizes that month of WSBF 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 81.7%, an average IV rank of 16.4%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.07.
- How is the WSBF options-history archive built and how often does it update?
- The archive is derived from WSBF'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 WSBF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.