Apyx Medical Corporation (APYX) Options History
Historical options analytics archive for APYX with monthly max pain, implied volatility, gamma exposure, and put/call data.
87 months of complete options data available.
APYX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for APYX. 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 | 82.6% | 36.1% | $5.00 | $15.9K | -$1.2M | 0.32 |
| 2026-05 | 20 | 82.4% | 29.0% | $5.00 | $4.4K | -$964.0K | 5.87 |
| 2026-04 | 21 | 55.5% | 11.1% | $2.50 | $5.5K | -$672.8K | 8.00 |
| 2026-03 | 22 | 99.2% | 19.2% | $2.50 | $7.4K | -$899.6K | 33.31 |
| 2026-02 | 19 | 108.9% | 18.4% | $2.50 | $2.2K | -$776.5K | 45.89 |
| 2026-01 | 20 | 99.7% | 13.2% | $2.50 | $7.3K | -$1.2M | 0.81 |
This archive aggregates APYX's daily end-of-day options snapshots into monthly summaries, spanning 2019-04 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 APYX 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 82.6%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.32.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked APYX history questions
- How much options history is available for APYX?
- This archive holds 87 months of APYX options analytics, spanning 2019-04 through 2026-06. Each entry is a monthly rollup of APYX'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 APYX archive.
- What data does each monthly APYX aggregate contain?
- Every monthly row summarizes that month of APYX 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 82.6%, an average IV rank of 36.1%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.32.
- How is the APYX options-history archive built and how often does it update?
- The archive is derived from APYX'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 APYX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.