Aurora Cannabis Inc. (ACB) Options History
Historical options analytics archive for ACB with monthly max pain, implied volatility, gamma exposure, and put/call data.
92 months of complete options data available.
ACB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ACB. 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 | 73.6% | 18.0% | $2.00 | $19.8K | -$279.9K | 0.42 |
| 2026-06 | 21 | 62.9% | 13.9% | $3.00 | $9.0K | $531.2K | 0.87 |
| 2026-05 | 20 | 113.8% | 32.5% | $4.00 | $14.7K | -$716.1K | 0.69 |
| 2026-04 | 21 | 79.4% | 34.7% | $3.00 | $24.8K | -$731.9K | 1.00 |
| 2026-03 | 22 | 71.4% | 30.6% | $3.00 | $16.9K | -$338.3K | 1.23 |
| 2026-02 | 19 | 83.7% | 40.2% | $5.00 | $1.1K | $632.9K | 0.57 |
This archive aggregates ACB's daily end-of-day options snapshots into monthly summaries, spanning 2018-12 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 ACB 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 73.6%, a month-end max-pain strike around $2.00, an average put/call ratio of 0.42.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
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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
Frequently asked ACB history questions
- How much options history is available for ACB?
- This archive holds 92 months of ACB options analytics, spanning 2018-12 through 2026-07. Each entry is a monthly rollup of ACB'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 ACB archive.
- What data does each monthly ACB aggregate contain?
- Every monthly row summarizes that month of ACB 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 73.6%, an average IV rank of 18.0%, a month-end max-pain strike around $2.00, an average put/call ratio of 0.42.
- How is the ACB options-history archive built and how often does it update?
- The archive is derived from ACB'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 ACB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.