Aura Minerals (AUGO) Options History
Historical options analytics archive for AUGO with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
AUGO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AUGO. 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 | 86.3% | 12.5% | $60.00 | $47.7K | $739.9K | 0.98 |
| 2026-05 | 20 | 70.9% | 28.6% | $80.00 | $169.4K | -$4.1M | 0.65 |
| 2026-04 | 21 | 75.5% | - | $80.00 | $20.6K | -$10.3M | 0.88 |
| 2026-03 | 22 | 80.9% | - | $75.00 | $130.2K | -$10.9M | 1.42 |
| 2026-02 | 19 | 84.1% | - | $70.00 | $172.9K | -$15.4M | 0.52 |
| 2026-01 | 20 | 76.6% | - | $55.00 | $82.8K | -$11.5M | 0.46 |
This archive aggregates AUGO's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 AUGO 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 86.3%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.98.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked AUGO history questions
- How much options history is available for AUGO?
- This archive holds 8 months of AUGO options analytics, spanning 2025-11 through 2026-06. Each entry is a monthly rollup of AUGO'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 AUGO archive.
- What data does each monthly AUGO aggregate contain?
- Every monthly row summarizes that month of AUGO 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 86.3%, an average IV rank of 12.5%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.98.
- How is the AUGO options-history archive built and how often does it update?
- The archive is derived from AUGO'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 AUGO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.