ANI Pharmaceuticals, Inc. (ANIP) Options History
Historical options analytics archive for ANIP with monthly max pain, implied volatility, gamma exposure, and put/call data.
140 months of complete options data available.
ANIP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ANIP. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 85.9% | 13.8% | $75.00 | $516.0K | -$10.6M | 0.99 |
| 2026-06 | 21 | 46.0% | 5.4% | $80.00 | -$92.1K | $327.3K | 1.27 |
| 2026-05 | 20 | 67.1% | 24.8% | $85.00 | -$277.5K | $3.1M | 1.64 |
| 2026-04 | 21 | 55.2% | 34.4% | $75.00 | -$189.3K | $4.5M | 0.47 |
| 2026-03 | 22 | 47.0% | 22.6% | $80.00 | -$327.8K | $6.8M | 14.79 |
| 2026-02 | 19 | 51.2% | 29.2% | $75.00 | -$113.5K | $3.6M | 134.91 |
This archive aggregates ANIP's daily end-of-day options snapshots into monthly summaries, spanning 2014-12 through 2026-07. 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 ANIP 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 (2026-07) shows an average ATM implied volatility near 85.9%, a month-end max-pain strike around $75.00, an average put/call ratio of 0.99.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
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2021
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2020
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2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
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2017
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2016
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2015
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2014
Frequently asked ANIP history questions
- How much options history is available for ANIP?
- This archive holds 140 months of ANIP options analytics, spanning 2014-12 through 2026-07. Each entry is a monthly rollup of ANIP'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 ANIP archive.
- What data does each monthly ANIP aggregate contain?
- Every monthly row summarizes that month of ANIP 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, 2026-07 recorded an average ATM implied volatility near 85.9%, an average IV rank of 13.8%, a month-end max-pain strike around $75.00, an average put/call ratio of 0.99.
- How is the ANIP options-history archive built and how often does it update?
- The archive is derived from ANIP'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 ANIP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.