RoboStrategy, Inc. Common Stock (BOT) Options History
Historical options analytics archive for BOT with monthly max pain, implied volatility, gamma exposure, and put/call data.
7 months of complete options data available.
BOT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BOT. 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 |
|---|---|---|---|---|---|---|---|
| 2007-07 | 8 | 35.4% | 38.7% | $210.00 | $8.9M | -$152.8M | 0.26 |
| 2007-06 | 21 | 23.5% | - | $200.00 | $11.5M | -$173.2M | 0.62 |
| 2007-05 | 22 | 30.6% | - | $180.00 | $14.6M | -$257.2M | 0.68 |
| 2007-04 | 20 | 32.0% | - | $180.00 | $1.2M | -$116.4M | 1.27 |
| 2007-03 | 22 | 31.8% | - | $180.00 | $2.5M | -$68.0M | 0.73 |
| 2007-02 | 19 | 23.5% | - | $145.00 | $2.1M | -$118.3M | 0.68 |
This archive aggregates BOT's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2007-07. 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 BOT 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 (2007-07) shows an average ATM implied volatility near 35.4%, a month-end max-pain strike around $210.00, an average put/call ratio of 0.26.
2007
Jan | Feb | Mar | Apr | May | Jun | Jul
Frequently asked BOT history questions
- How much options history is available for BOT?
- This archive holds 7 months of BOT options analytics, spanning 2007-01 through 2007-07. Each entry is a monthly rollup of BOT'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 BOT archive.
- What data does each monthly BOT aggregate contain?
- Every monthly row summarizes that month of BOT 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, 2007-07 recorded an average ATM implied volatility near 35.4%, an average IV rank of 38.7%, a month-end max-pain strike around $210.00, an average put/call ratio of 0.26.
- How is the BOT options-history archive built and how often does it update?
- The archive is derived from BOT'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 BOT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.