Aware, Inc. (AWRE) Options History
Historical options analytics archive for AWRE with monthly max pain, implied volatility, gamma exposure, and put/call data.
161 months of complete options data available.
AWRE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AWRE. 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 | 22.4% | 1.1% | $2.50 | $38 | $3.8K | 0.94 |
| 2026-05 | 20 | 59.0% | 9.3% | $2.50 | $250 | -$16.8K | 0.43 |
| 2026-04 | 21 | 23.4% | 1.0% | $2.50 | $7 | -$1.0K | 0.00 |
| 2026-03 | 22 | 150.0% | 30.9% | $2.50 | $7 | $1.2K | 0.00 |
| 2026-02 | 19 | 238.5% | 58.8% | $2.50 | $114 | -$6.6K | 2.54 |
| 2026-01 | 20 | 189.8% | 46.3% | $2.50 | $223 | -$9.9K | 0.00 |
This archive aggregates AWRE's daily end-of-day options snapshots into monthly summaries, spanning 2013-02 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 AWRE 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 22.4%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.94.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AWRE history questions
- How much options history is available for AWRE?
- This archive holds 161 months of AWRE options analytics, spanning 2013-02 through 2026-06. Each entry is a monthly rollup of AWRE'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 AWRE archive.
- What data does each monthly AWRE aggregate contain?
- Every monthly row summarizes that month of AWRE 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 22.4%, an average IV rank of 1.1%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.94.
- How is the AWRE options-history archive built and how often does it update?
- The archive is derived from AWRE'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 AWRE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.