Alumis Inc. (ALMS) Options History
Historical options analytics archive for ALMS with monthly max pain, implied volatility, gamma exposure, and put/call data.
15 months of complete options data available.
ALMS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ALMS. 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 | 106.3% | 14.7% | $15.00 | $154.3K | -$16.4M | 0.59 |
| 2026-05 | 20 | 91.0% | 11.2% | $12.00 | $57.9K | -$7.3M | 6.27 |
| 2026-04 | 21 | 98.9% | 13.0% | $25.00 | $4.4K | -$8.7M | 1.30 |
| 2026-03 | 22 | 130.7% | 20.2% | $20.00 | $49.1K | -$9.7M | 1.64 |
| 2026-02 | 19 | 103.6% | 14.1% | $26.00 | $79.9K | -$13.1M | 0.61 |
| 2026-01 | 20 | 115.3% | 16.7% | $21.00 | $17.8K | -$12.0M | 0.70 |
This archive aggregates ALMS's daily end-of-day options snapshots into monthly summaries, spanning 2025-04 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 ALMS 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 106.3%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.59.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ALMS history questions
- How much options history is available for ALMS?
- This archive holds 15 months of ALMS options analytics, spanning 2025-04 through 2026-06. Each entry is a monthly rollup of ALMS'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 ALMS archive.
- What data does each monthly ALMS aggregate contain?
- Every monthly row summarizes that month of ALMS 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 106.3%, an average IV rank of 14.7%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.59.
- How is the ALMS options-history archive built and how often does it update?
- The archive is derived from ALMS'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 ALMS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.