ASP Isotopes Inc. Common Stock (ASPI) Options History
Historical options analytics archive for ASPI with monthly max pain, implied volatility, gamma exposure, and put/call data.
20 months of complete options data available.
ASPI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ASPI. 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 | 118.3% | 42.0% | $6.00 | $375.6K | -$33.5M | 0.26 |
| 2026-05 | 20 | 113.7% | 38.0% | $6.00 | $712.9K | -$73.8M | 0.29 |
| 2026-04 | 21 | 122.3% | 45.5% | $5.00 | $262.2K | -$23.8M | 0.27 |
| 2026-03 | 22 | 124.7% | 47.7% | $6.00 | $170.9K | -$13.5M | 0.32 |
| 2026-02 | 19 | 115.5% | 39.6% | $7.00 | $111.9K | -$12.8M | 0.39 |
| 2026-01 | 20 | 125.4% | 47.2% | $7.00 | $358.6K | -$27.2M | 0.28 |
This archive aggregates ASPI's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 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 ASPI 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 118.3%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.26.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked ASPI history questions
- How much options history is available for ASPI?
- This archive holds 20 months of ASPI options analytics, spanning 2024-11 through 2026-06. Each entry is a monthly rollup of ASPI'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 ASPI archive.
- What data does each monthly ASPI aggregate contain?
- Every monthly row summarizes that month of ASPI 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 118.3%, an average IV rank of 42.0%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.26.
- How is the ASPI options-history archive built and how often does it update?
- The archive is derived from ASPI'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 ASPI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.