Aduro Clean Technologies Inc. (ADUR) Options History
Historical options analytics archive for ADUR with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
ADUR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ADUR. 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 | 92.0% | 15.3% | $12.50 | $61.9K | -$7.4M | 0.65 |
| 2026-05 | 20 | 99.0% | 16.8% | $12.50 | $64.9K | -$7.9M | 0.82 |
| 2026-04 | 21 | 106.5% | 18.1% | $12.50 | $36.8K | -$4.2M | 0.83 |
| 2026-03 | 22 | 107.6% | 30.4% | $12.50 | $9.0K | -$661.4K | 0.90 |
| 2026-02 | 19 | 96.5% | 31.1% | $12.50 | $23.0K | -$1.2M | 2.04 |
| 2026-01 | 20 | 97.1% | 32.1% | $12.50 | $51.3K | -$4.0M | 0.87 |
This archive aggregates ADUR's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 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 ADUR 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 92.0%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.65.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ADUR history questions
- How much options history is available for ADUR?
- This archive holds 13 months of ADUR options analytics, spanning 2025-06 through 2026-06. Each entry is a monthly rollup of ADUR'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 ADUR archive.
- What data does each monthly ADUR aggregate contain?
- Every monthly row summarizes that month of ADUR 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 92.0%, an average IV rank of 15.3%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.65.
- How is the ADUR options-history archive built and how often does it update?
- The archive is derived from ADUR'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 ADUR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.