Afya Limited (AFYA) Options History
Historical options analytics archive for AFYA with monthly max pain, implied volatility, gamma exposure, and put/call data.
84 months of complete options data available.
AFYA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AFYA. 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 | 63.0% | 11.7% | $12.50 | -$192 | -$26.9K | 3.53 |
| 2026-08 | 21 | 47.3% | 8.5% | $12.50 | $6.2K | -$108.6K | 1.00 |
| 2026-07 | 22 | 99.3% | 19.1% | $15.00 | $5.2K | -$118.2K | 1.27 |
| 2026-06 | 21 | 77.3% | 17.5% | $12.50 | $3.2K | -$86.6K | 0.37 |
| 2026-05 | 20 | 143.2% | 35.9% | $12.50 | $3.8K | -$80.9K | 0.04 |
| 2026-04 | 21 | 88.5% | 35.6% | $15.00 | $309 | -$15.1K | 0.50 |
This archive aggregates AFYA's daily end-of-day options snapshots into monthly summaries, spanning 2019-10 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 AFYA 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 63.0%, a month-end max-pain strike around $12.50, an average put/call ratio of 3.53.
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
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
Frequently asked AFYA history questions
- How much options history is available for AFYA?
- This archive holds 84 months of AFYA options analytics, spanning 2019-10 through 2026-09. Each entry is a monthly rollup of AFYA'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 AFYA archive.
- What data does each monthly AFYA aggregate contain?
- Every monthly row summarizes that month of AFYA 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 63.0%, an average IV rank of 11.7%, a month-end max-pain strike around $12.50, an average put/call ratio of 3.53.
- How is the AFYA options-history archive built and how often does it update?
- The archive is derived from AFYA'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 AFYA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.