Astronics Corporation (ATRO) Options History
Historical options analytics archive for ATRO with monthly max pain, implied volatility, gamma exposure, and put/call data.
101 months of complete options data available.
ATRO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ATRO. 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 | 64.9% | 34.8% | $80.00 | -$19.5K | -$331.2K | 0.75 |
| 2026-05 | 20 | 72.0% | 47.2% | $75.00 | $132.9K | -$9.8M | 2.47 |
| 2026-04 | 21 | 72.8% | 48.8% | $58.33 | $13.6K | -$3.3M | 1.84 |
| 2026-03 | 22 | 63.0% | 40.6% | $58.33 | $61.3K | -$3.5M | 0.77 |
| 2026-02 | 19 | 70.1% | 48.2% | $45.83 | $93.7K | -$9.8M | 0.81 |
| 2026-01 | 20 | 50.8% | 28.1% | $50.00 | $305.3K | -$15.6M | 0.27 |
This archive aggregates ATRO's daily end-of-day options snapshots into monthly summaries, spanning 2012-08 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 ATRO 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 64.9%, a month-end max-pain strike around $80.00, an average put/call ratio of 0.75.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
2014
2013
Jul | Aug | Sep | Oct | Nov | Dec
2012
Frequently asked ATRO history questions
- How much options history is available for ATRO?
- This archive holds 101 months of ATRO options analytics, spanning 2012-08 through 2026-06. Each entry is a monthly rollup of ATRO'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 ATRO archive.
- What data does each monthly ATRO aggregate contain?
- Every monthly row summarizes that month of ATRO 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 64.9%, an average IV rank of 34.8%, a month-end max-pain strike around $80.00, an average put/call ratio of 0.75.
- How is the ATRO options-history archive built and how often does it update?
- The archive is derived from ATRO'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 ATRO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.