American Resources Corporation (AREC) Options History
Historical options analytics archive for AREC with monthly max pain, implied volatility, gamma exposure, and put/call data.
63 months of complete options data available.
AREC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AREC. 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 | 129.2% | 22.1% | $2.00 | $40.1K | -$5.0M | 0.23 |
| 2026-05 | 20 | 111.3% | 20.2% | $2.00 | $35.4K | -$4.9M | 0.14 |
| 2026-04 | 21 | 116.0% | 12.6% | $2.50 | $55.4K | -$4.5M | 0.24 |
| 2026-03 | 22 | 122.8% | 10.9% | $3.00 | $43.2K | -$3.6M | 0.42 |
| 2026-02 | 19 | 124.7% | 11.4% | $3.00 | $102.5K | -$9.8M | 0.16 |
| 2026-01 | 20 | 134.5% | 13.8% | $3.50 | $82.4K | -$10.6M | 0.26 |
This archive aggregates AREC's daily end-of-day options snapshots into monthly summaries, spanning 2021-04 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 AREC 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 129.2%, a month-end max-pain strike around $2.00, an average put/call ratio of 0.23.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AREC history questions
- How much options history is available for AREC?
- This archive holds 63 months of AREC options analytics, spanning 2021-04 through 2026-06. Each entry is a monthly rollup of AREC'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 AREC archive.
- What data does each monthly AREC aggregate contain?
- Every monthly row summarizes that month of AREC 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 129.2%, an average IV rank of 22.1%, a month-end max-pain strike around $2.00, an average put/call ratio of 0.23.
- How is the AREC options-history archive built and how often does it update?
- The archive is derived from AREC'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 AREC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.