Allogene Therapeutics, Inc. (ALLO) Options History
Historical options analytics archive for ALLO with monthly max pain, implied volatility, gamma exposure, and put/call data.
90 months of complete options data available.
ALLO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ALLO. 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 | 131.3% | 23.4% | $1.00 | $11.0K | -$541.6K | 0.22 |
| 2026-08 | 21 | 176.6% | 35.9% | $2.00 | -$2.2K | -$455.2K | 0.80 |
| 2026-07 | 22 | 91.4% | 16.2% | $2.00 | $7.8K | -$634.0K | 0.70 |
| 2026-06 | 21 | 126.5% | 26.8% | $2.00 | $16.0K | -$844.7K | 1.07 |
| 2026-05 | 20 | 82.9% | 18.2% | $2.00 | $25.5K | -$1.3M | 0.08 |
| 2026-04 | 21 | 130.7% | 32.6% | $2.00 | $23.0K | -$1.3M | 0.29 |
This archive aggregates ALLO's daily end-of-day options snapshots into monthly summaries, spanning 2019-04 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 ALLO 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 131.3%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.22.
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ALLO history questions
- How much options history is available for ALLO?
- This archive holds 90 months of ALLO options analytics, spanning 2019-04 through 2026-09. Each entry is a monthly rollup of ALLO'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 ALLO archive.
- What data does each monthly ALLO aggregate contain?
- Every monthly row summarizes that month of ALLO 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 131.3%, an average IV rank of 23.4%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.22.
- How is the ALLO options-history archive built and how often does it update?
- The archive is derived from ALLO'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 ALLO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.