Anteris Technologies Global Corp. (AVR) Options History
Historical options analytics archive for AVR with monthly max pain, implied volatility, gamma exposure, and put/call data.
33 months of complete options data available.
AVR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AVR. 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 | 66.5% | 17.7% | $7.50 | $46.2K | -$2.1M | 0.38 |
| 2026-05 | 20 | 66.3% | 17.6% | $7.50 | $26.4K | -$1.7M | 2.97 |
| 2026-04 | 21 | 77.6% | 12.8% | $5.00 | -$10.2K | $10.8K | 34.04 |
| 2026-03 | 22 | 92.6% | 17.2% | $5.00 | -$12.5K | $137.8K | 14.71 |
| 2026-02 | 19 | 81.7% | 13.3% | $5.00 | -$3.1K | -$174.0K | 2.52 |
| 2026-01 | 6 | 72.9% | 10.3% | $5.00 | -$825 | -$26.5K | 1.57 |
This archive aggregates AVR's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 AVR 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 66.5%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.38.
2026
Jan | Feb | Mar | Apr | May | Jun
2009
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AVR history questions
- How much options history is available for AVR?
- This archive holds 33 months of AVR options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of AVR'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 AVR archive.
- What data does each monthly AVR aggregate contain?
- Every monthly row summarizes that month of AVR 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 66.5%, an average IV rank of 17.7%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.38.
- How is the AVR options-history archive built and how often does it update?
- The archive is derived from AVR'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 AVR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.