Allot Ltd. (ALLT) Options History
Historical options analytics archive for ALLT with monthly max pain, implied volatility, gamma exposure, and put/call data.
184 months of complete options data available.
ALLT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ALLT. 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 | 85.5% | 26.3% | $8.00 | $155.1K | -$6.2M | 2.70 |
| 2026-05 | 20 | 97.1% | 38.5% | $8.00 | $68.3K | -$3.3M | 0.09 |
| 2026-04 | 21 | 81.7% | 34.4% | $7.00 | $71.0K | -$2.9M | 4.73 |
| 2026-03 | 22 | 65.3% | 21.1% | $7.00 | $111.1K | -$2.5M | 0.15 |
| 2026-02 | 19 | 92.9% | 38.4% | $8.00 | $19.0K | -$374.8K | 0.34 |
| 2026-01 | 20 | 77.6% | 27.5% | $10.00 | $52.4K | -$2.3M | 0.26 |
This archive aggregates ALLT's daily end-of-day options snapshots into monthly summaries, spanning 2011-03 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 ALLT 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 85.5%, a month-end max-pain strike around $8.00, an average put/call ratio of 2.70.
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
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
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ALLT history questions
- How much options history is available for ALLT?
- This archive holds 184 months of ALLT options analytics, spanning 2011-03 through 2026-06. Each entry is a monthly rollup of ALLT'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 ALLT archive.
- What data does each monthly ALLT aggregate contain?
- Every monthly row summarizes that month of ALLT 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 85.5%, an average IV rank of 26.3%, a month-end max-pain strike around $8.00, an average put/call ratio of 2.70.
- How is the ALLT options-history archive built and how often does it update?
- The archive is derived from ALLT'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 ALLT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.