The Western Union Company (WU) Options History
Historical options analytics archive for WU with monthly max pain, implied volatility, gamma exposure, and put/call data.
235 months of complete options data available.
WU monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WU. 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 | 52.8% | 10.5% | $8.00 | $138.9K | $7.6M | 0.28 |
| 2026-06 | 21 | 92.5% | 13.6% | $7.00 | $385.1K | -$6.3M | 0.36 |
| 2026-05 | 20 | 145.9% | 27.0% | $9.00 | $208.9K | -$3.0M | 0.66 |
| 2026-04 | 21 | 106.8% | 30.5% | $9.00 | $873.5K | -$19.3M | 0.36 |
| 2026-03 | 22 | 41.9% | 36.9% | $9.00 | $559.8K | -$10.8M | 0.55 |
| 2026-02 | 19 | 43.1% | 43.6% | $9.00 | $1.9M | -$29.2M | 0.21 |
This archive aggregates WU's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 WU 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 52.8%, a month-end max-pain strike around $8.00, an average put/call ratio of 0.28.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
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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
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2011
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2010
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2009
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2008
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2007
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Frequently asked WU history questions
- How much options history is available for WU?
- This archive holds 235 months of WU options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of WU'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 WU archive.
- What data does each monthly WU aggregate contain?
- Every monthly row summarizes that month of WU 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 52.8%, an average IV rank of 10.5%, a month-end max-pain strike around $8.00, an average put/call ratio of 0.28.
- How is the WU options-history archive built and how often does it update?
- The archive is derived from WU'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 WU's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.