Alpha and Omega Semiconductor Limited (AOSL) Options History
Historical options analytics archive for AOSL with monthly max pain, implied volatility, gamma exposure, and put/call data.
171 months of complete options data available.
AOSL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AOSL. 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 | 127.0% | 68.4% | $40.00 | -$40.2K | $1.3M | 1.83 |
| 2026-06 | 21 | 123.9% | 65.5% | $47.50 | $569.5K | -$24.5M | 0.47 |
| 2026-05 | 20 | 104.3% | 49.6% | $47.50 | $600.9K | -$32.9M | 0.17 |
| 2026-04 | 21 | 98.6% | 51.7% | $35.00 | $297.0K | -$24.8M | 0.63 |
| 2026-03 | 22 | 75.2% | 20.9% | $25.00 | -$10.4K | $805.9K | 3.27 |
| 2026-02 | 19 | 80.6% | 25.9% | $27.50 | -$26.1K | $1.8M | 3.10 |
This archive aggregates AOSL's daily end-of-day options snapshots into monthly summaries, spanning 2011-09 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 AOSL 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 127.0%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.83.
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
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
2011
Frequently asked AOSL history questions
- How much options history is available for AOSL?
- This archive holds 171 months of AOSL options analytics, spanning 2011-09 through 2026-07. Each entry is a monthly rollup of AOSL'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 AOSL archive.
- What data does each monthly AOSL aggregate contain?
- Every monthly row summarizes that month of AOSL 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 127.0%, an average IV rank of 68.4%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.83.
- How is the AOSL options-history archive built and how often does it update?
- The archive is derived from AOSL'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 AOSL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.