AnaptysBio, Inc. (ANAB) Options History
Historical options analytics archive for ANAB with monthly max pain, implied volatility, gamma exposure, and put/call data.
104 months of complete options data available.
ANAB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ANAB. 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 | 90.4% | 30.7% | $60.00 | $18.9K | -$1.8M | 1.58 |
| 2026-05 | 20 | 95.8% | 34.3% | $60.00 | -$97.5K | $1.6M | 2.03 |
| 2026-04 | 21 | 79.2% | 23.3% | $60.00 | -$160.8K | $2.1M | 1.41 |
| 2026-03 | 22 | 77.8% | 22.4% | $40.00 | $20.6K | -$1.5M | 0.77 |
| 2026-02 | 19 | 69.1% | 15.9% | $33.33 | $29.1K | -$1.8M | 1.25 |
| 2026-01 | 20 | 76.6% | 18.6% | $26.67 | $385.4K | -$13.9M | 7.10 |
This archive aggregates ANAB's daily end-of-day options snapshots into monthly summaries, spanning 2017-11 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 ANAB 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 90.4%, a month-end max-pain strike around $60.00, an average put/call ratio of 1.58.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Frequently asked ANAB history questions
- How much options history is available for ANAB?
- This archive holds 104 months of ANAB options analytics, spanning 2017-11 through 2026-06. Each entry is a monthly rollup of ANAB'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 ANAB archive.
- What data does each monthly ANAB aggregate contain?
- Every monthly row summarizes that month of ANAB 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 90.4%, an average IV rank of 30.7%, a month-end max-pain strike around $60.00, an average put/call ratio of 1.58.
- How is the ANAB options-history archive built and how often does it update?
- The archive is derived from ANAB'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 ANAB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.