BridgeBio Pharma, Inc. (BBIO) Options History
Historical options analytics archive for BBIO with monthly max pain, implied volatility, gamma exposure, and put/call data.
76 months of complete options data available.
BBIO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BBIO. 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 | 45.3% | 13.5% | $60.00 | $5.8M | -$137.3M | 0.16 |
| 2026-05 | 20 | 52.3% | 23.6% | $60.00 | $1.8M | -$37.5M | 0.28 |
| 2026-04 | 21 | 57.8% | 31.5% | $67.50 | $1.1M | -$49.7M | 1.18 |
| 2026-03 | 22 | 61.0% | 36.1% | $65.00 | $1.4M | -$67.3M | 0.60 |
| 2026-02 | 19 | 66.7% | 44.2% | $70.00 | $374.2K | -$20.2M | 2.48 |
| 2026-01 | 20 | 61.7% | 37.0% | $55.00 | $2.0M | -$105.8M | 0.50 |
This archive aggregates BBIO's daily end-of-day options snapshots into monthly summaries, spanning 2020-03 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 BBIO 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 45.3%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.16.
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
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BBIO history questions
- How much options history is available for BBIO?
- This archive holds 76 months of BBIO options analytics, spanning 2020-03 through 2026-06. Each entry is a monthly rollup of BBIO'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 BBIO archive.
- What data does each monthly BBIO aggregate contain?
- Every monthly row summarizes that month of BBIO 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 45.3%, an average IV rank of 13.5%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.16.
- How is the BBIO options-history archive built and how often does it update?
- The archive is derived from BBIO'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 BBIO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.