Digital Turbine, Inc. (APPS) Options History
Historical options analytics archive for APPS with monthly max pain, implied volatility, gamma exposure, and put/call data.
141 months of complete options data available.
APPS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for APPS. 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 | 80.3% | 25.4% | $11.00 | $406.4K | -$35.8M | 0.32 |
| 2026-08 | 21 | 89.7% | 33.7% | $7.00 | $387.6K | -$36.2M | 0.43 |
| 2026-07 | 22 | 121.1% | 54.9% | $9.00 | $201.0K | -$20.6M | 0.30 |
| 2026-06 | 21 | 101.4% | 41.9% | $8.00 | $398.3K | -$64.1M | 0.21 |
| 2026-05 | 20 | 110.1% | 45.8% | $8.00 | $350.8K | -$42.3M | 0.24 |
| 2026-04 | 21 | 82.6% | 29.8% | $3.00 | $40.4K | -$2.8M | 0.35 |
This archive aggregates APPS's daily end-of-day options snapshots into monthly summaries, spanning 2015-01 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 APPS 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 80.3%, a month-end max-pain strike around $11.00, an average put/call ratio of 0.32.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
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2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked APPS history questions
- How much options history is available for APPS?
- This archive holds 141 months of APPS options analytics, spanning 2015-01 through 2026-09. Each entry is a monthly rollup of APPS'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 APPS archive.
- What data does each monthly APPS aggregate contain?
- Every monthly row summarizes that month of APPS 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 80.3%, an average IV rank of 25.4%, a month-end max-pain strike around $11.00, an average put/call ratio of 0.32.
- How is the APPS options-history archive built and how often does it update?
- The archive is derived from APPS'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 APPS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.