Alignment Healthcare, Inc. (ALHC) Options History
Historical options analytics archive for ALHC with monthly max pain, implied volatility, gamma exposure, and put/call data.
62 months of complete options data available.
ALHC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ALHC. 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 | 61.9% | 41.3% | $20.00 | $412.2K | -$34.8M | 0.92 |
| 2026-05 | 20 | 48.0% | 24.4% | $17.50 | $229.6K | -$6.6M | 0.34 |
| 2026-04 | 21 | 65.0% | 33.4% | $20.00 | $225.0K | -$12.5M | 0.56 |
| 2026-03 | 22 | 58.4% | 26.1% | $17.50 | $114.6K | -$6.0M | 0.77 |
| 2026-02 | 19 | 59.2% | 27.0% | $22.50 | $122.6K | -$6.5M | 0.97 |
| 2026-01 | 20 | 52.5% | 19.5% | $20.00 | $344.6K | -$15.6M | 0.38 |
This archive aggregates ALHC's daily end-of-day options snapshots into monthly summaries, spanning 2021-05 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 ALHC 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 61.9%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.92.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ALHC history questions
- How much options history is available for ALHC?
- This archive holds 62 months of ALHC options analytics, spanning 2021-05 through 2026-06. Each entry is a monthly rollup of ALHC'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 ALHC archive.
- What data does each monthly ALHC aggregate contain?
- Every monthly row summarizes that month of ALHC 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 61.9%, an average IV rank of 41.3%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.92.
- How is the ALHC options-history archive built and how often does it update?
- The archive is derived from ALHC'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 ALHC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.