Woodward, Inc. (WWD) Options History
Historical options analytics archive for WWD with monthly max pain, implied volatility, gamma exposure, and put/call data.
185 months of complete options data available.
WWD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WWD. 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 | 39.9% | 38.6% | $380.00 | $33.1K | -$84.6M | 1.81 |
| 2026-05 | 20 | 40.5% | 39.8% | $340.00 | -$243.1K | -$14.0M | 4.65 |
| 2026-04 | 21 | 52.6% | 74.8% | $380.00 | $206.3K | -$13.3M | 2.70 |
| 2026-03 | 22 | 38.2% | 28.7% | $350.00 | -$24.7K | -$27.2M | 3.06 |
| 2026-02 | 19 | 34.7% | 22.5% | $380.00 | $1.6M | -$51.1M | 2.89 |
| 2026-01 | 20 | 37.0% | 26.6% | $310.00 | $992.0K | -$23.8M | 0.77 |
This archive aggregates WWD's daily end-of-day options snapshots into monthly summaries, spanning 2011-02 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 WWD 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 39.9%, a month-end max-pain strike around $380.00, an average put/call ratio of 1.81.
2026
Jan | Feb | Mar | Apr | May | Jun
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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Frequently asked WWD history questions
- How much options history is available for WWD?
- This archive holds 185 months of WWD options analytics, spanning 2011-02 through 2026-06. Each entry is a monthly rollup of WWD'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 WWD archive.
- What data does each monthly WWD aggregate contain?
- Every monthly row summarizes that month of WWD 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 39.9%, an average IV rank of 38.6%, a month-end max-pain strike around $380.00, an average put/call ratio of 1.81.
- How is the WWD options-history archive built and how often does it update?
- The archive is derived from WWD'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 WWD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.