Adeia Inc. (ADEA) Options History
Historical options analytics archive for ADEA with monthly max pain, implied volatility, gamma exposure, and put/call data.
47 months of complete options data available.
ADEA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ADEA. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 55.4% | 26.5% | $25.00 | $220.6K | -$4.8M | 0.76 |
| 2026-08 | 21 | 66.2% | 30.2% | $30.00 | $149.6K | -$3.1M | 0.33 |
| 2026-07 | 22 | 88.2% | 38.5% | $25.00 | $379.2K | -$15.5M | 0.33 |
| 2026-06 | 21 | 93.9% | 41.6% | $30.00 | $934.9K | -$59.0M | 0.19 |
| 2026-05 | 20 | 71.8% | 28.7% | $25.00 | $508.2K | -$26.3M | 0.14 |
| 2026-04 | 21 | 69.4% | 25.4% | $20.00 | $50.5K | -$9.1M | 1.23 |
This archive aggregates ADEA's daily end-of-day options snapshots into monthly summaries, spanning 2022-11 through 2026-09. 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 ADEA 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 (2026-09) shows an average ATM implied volatility near 55.4%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.76.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Frequently asked ADEA history questions
- How much options history is available for ADEA?
- This archive holds 47 months of ADEA options analytics, spanning 2022-11 through 2026-09. Each entry is a monthly rollup of ADEA'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 ADEA archive.
- What data does each monthly ADEA aggregate contain?
- Every monthly row summarizes that month of ADEA 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, 2026-09 recorded an average ATM implied volatility near 55.4%, an average IV rank of 26.5%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.76.
- How is the ADEA options-history archive built and how often does it update?
- The archive is derived from ADEA'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 ADEA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.