ADMA Biologics, Inc. (ADMA) Options History
Historical options analytics archive for ADMA with monthly max pain, implied volatility, gamma exposure, and put/call data.
95 months of complete options data available.
ADMA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ADMA. 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 | 75.6% | 14.6% | $9.00 | $65.7K | -$4.3M | 0.57 |
| 2026-05 | 20 | 80.7% | 29.4% | $9.00 | $114.2K | -$2.1M | 3.28 |
| 2026-04 | 21 | 102.4% | 51.9% | $11.00 | $631.5K | -$27.9M | 0.71 |
| 2026-03 | 22 | 77.5% | 40.5% | $10.00 | $543.4K | -$18.2M | 1.38 |
| 2026-02 | 19 | 71.4% | 41.5% | $16.00 | -$87.4K | -$5.1M | 2.40 |
| 2026-01 | 20 | 64.4% | 27.9% | $17.00 | $144.8K | -$12.4M | 2.30 |
This archive aggregates ADMA's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 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 ADMA 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 75.6%, a month-end max-pain strike around $9.00, an average put/call ratio of 0.57.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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 ADMA history questions
- How much options history is available for ADMA?
- This archive holds 95 months of ADMA options analytics, spanning 2018-08 through 2026-06. Each entry is a monthly rollup of ADMA'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 ADMA archive.
- What data does each monthly ADMA aggregate contain?
- Every monthly row summarizes that month of ADMA 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 75.6%, an average IV rank of 14.6%, a month-end max-pain strike around $9.00, an average put/call ratio of 0.57.
- How is the ADMA options-history archive built and how often does it update?
- The archive is derived from ADMA'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 ADMA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.