Aktis Oncology, Inc. (AKTS) Options History
Historical options analytics archive for AKTS with monthly max pain, implied volatility, gamma exposure, and put/call data.
66 months of complete options data available.
AKTS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AKTS. 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 |
|---|---|---|---|---|---|---|---|
| 2025-01 | 16 | 27.2% | 2.5% | - | $0 | $0 | - |
| 2024-12 | 17 | 334.6% | 66.2% | - | $0 | $0 | 0.14 |
| 2024-11 | 20 | 394.1% | 78.7% | $0.50 | $0 | $18.5K | 0.50 |
| 2024-10 | 23 | 391.9% | 78.2% | $2.00 | $0 | $10.5K | 24.26 |
| 2024-09 | 20 | 245.6% | 47.9% | $1.50 | $0 | $4.5K | 4.49 |
| 2024-08 | 22 | 380.4% | 75.8% | $0.50 | $0 | $416 | 0.20 |
This archive aggregates AKTS's daily end-of-day options snapshots into monthly summaries, spanning 2019-08 through 2025-01. 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 AKTS 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 (2025-01) shows an average ATM implied volatility near 27.2%.
2025
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 AKTS history questions
- How much options history is available for AKTS?
- This archive holds 66 months of AKTS options analytics, spanning 2019-08 through 2025-01. Each entry is a monthly rollup of AKTS'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 AKTS archive.
- What data does each monthly AKTS aggregate contain?
- Every monthly row summarizes that month of AKTS 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, 2025-01 recorded an average ATM implied volatility near 27.2%, an average IV rank of 2.5%.
- How is the AKTS options-history archive built and how often does it update?
- The archive is derived from AKTS'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 AKTS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.