Alto Neuroscience, Inc. (ANRO) Options History
Historical options analytics archive for ANRO with monthly max pain, implied volatility, gamma exposure, and put/call data.
23 months of complete options data available.
ANRO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ANRO. 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 | 99.0% | 23.8% | $25.00 | $3.5K | -$202.1K | 7.31 |
| 2026-08 | 21 | 83.4% | 19.1% | $30.00 | -$857 | -$951.6K | 8.21 |
| 2026-07 | 22 | 107.5% | 26.4% | $25.00 | $10.2K | -$936.8K | 16.87 |
| 2026-06 | 21 | 130.1% | 33.2% | $22.50 | $11.7K | -$1.2M | 3.37 |
| 2026-05 | 20 | 114.9% | 28.7% | $22.50 | -$2.8K | -$196.0K | 6.68 |
| 2026-04 | 21 | 104.2% | 25.4% | $25.00 | $459 | -$454.6K | 2.31 |
This archive aggregates ANRO's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 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 ANRO 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 99.0%, a month-end max-pain strike around $25.00, an average put/call ratio of 7.31.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked ANRO history questions
- How much options history is available for ANRO?
- This archive holds 23 months of ANRO options analytics, spanning 2024-11 through 2026-09. Each entry is a monthly rollup of ANRO'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 ANRO archive.
- What data does each monthly ANRO aggregate contain?
- Every monthly row summarizes that month of ANRO 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 99.0%, an average IV rank of 23.8%, a month-end max-pain strike around $25.00, an average put/call ratio of 7.31.
- How is the ANRO options-history archive built and how often does it update?
- The archive is derived from ANRO'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 ANRO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.