Arteris, Inc. (AIP) Options History
Historical options analytics archive for AIP with monthly max pain, implied volatility, gamma exposure, and put/call data.
48 months of complete options data available.
AIP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AIP. 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 | 95.6% | 37.8% | $30.00 | $261.1K | -$21.4M | 0.28 |
| 2026-05 | 20 | 112.2% | 54.7% | $20.00 | $124.5K | -$10.8M | 0.42 |
| 2026-04 | 21 | 89.0% | 37.5% | $20.00 | $215.5K | -$15.8M | 0.20 |
| 2026-03 | 22 | 78.4% | 14.1% | $10.00 | $66.0K | -$3.2M | 0.37 |
| 2026-02 | 19 | 94.9% | 20.4% | $15.00 | $113.1K | -$5.5M | 0.23 |
| 2026-01 | 20 | 77.7% | 13.8% | $17.50 | $87.2K | -$3.5M | 0.12 |
This archive aggregates AIP's daily end-of-day options snapshots into monthly summaries, spanning 2022-07 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 AIP 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 95.6%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.28.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AIP history questions
- How much options history is available for AIP?
- This archive holds 48 months of AIP options analytics, spanning 2022-07 through 2026-06. Each entry is a monthly rollup of AIP'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 AIP archive.
- What data does each monthly AIP aggregate contain?
- Every monthly row summarizes that month of AIP 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 95.6%, an average IV rank of 37.8%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.28.
- How is the AIP options-history archive built and how often does it update?
- The archive is derived from AIP'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 AIP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.