Zumiez Inc. (ZUMZ) Options History
Historical options analytics archive for ZUMZ with monthly max pain, implied volatility, gamma exposure, and put/call data.
235 months of complete options data available.
ZUMZ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ZUMZ. 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 | 174.9% | 28.8% | $22.50 | $50.3K | -$341.3K | 1.21 |
| 2026-06 | 21 | 65.4% | 9.2% | $20.00 | -$235 | $136.0K | 2.79 |
| 2026-05 | 20 | 99.1% | 16.1% | $25.00 | -$10.4K | $134.2K | 5.03 |
| 2026-04 | 21 | 50.0% | 14.7% | $22.50 | -$1.3K | -$272.2K | 0.58 |
| 2026-03 | 22 | 64.0% | 33.4% | $25.00 | $841 | -$143.8K | 3.72 |
| 2026-02 | 19 | 60.9% | 28.9% | $22.50 | $4.3K | -$449.8K | 0.75 |
This archive aggregates ZUMZ'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 ZUMZ 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 174.9%, a month-end max-pain strike around $22.50, an average put/call ratio of 1.21.
2026
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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 ZUMZ history questions
- How much options history is available for ZUMZ?
- This archive holds 235 months of ZUMZ options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of ZUMZ'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 ZUMZ archive.
- What data does each monthly ZUMZ aggregate contain?
- Every monthly row summarizes that month of ZUMZ 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 174.9%, an average IV rank of 28.8%, a month-end max-pain strike around $22.50, an average put/call ratio of 1.21.
- How is the ZUMZ options-history archive built and how often does it update?
- The archive is derived from ZUMZ'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 ZUMZ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.