Caris Life Sciences, Inc. (CAI) Options History
Historical options analytics archive for CAI with monthly max pain, implied volatility, gamma exposure, and put/call data.
117 months of complete options data available.
CAI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CAI. 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 | 18 | 100.8% | 24.9% | $20.00 | $69.3K | -$3.3M | 0.77 |
| 2026-05 | 19 | 88.2% | 23.2% | $20.00 | -$9.0K | -$54.9K | 0.93 |
| 2026-04 | 21 | 85.5% | 22.5% | $22.50 | -$61.8K | $1.4M | 1.94 |
| 2026-03 | 22 | 97.2% | 50.8% | $22.50 | -$51.0K | $1.6M | 35.07 |
| 2026-02 | 19 | 96.6% | 59.7% | $22.50 | -$8.9K | $442.1K | 3.10 |
| 2026-01 | 20 | 89.5% | 55.1% | $25.00 | $11.3K | -$404.8K | 1.08 |
This archive aggregates CAI'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 CAI 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 100.8%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.77.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
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 CAI history questions
- How much options history is available for CAI?
- This archive holds 117 months of CAI options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of CAI'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 CAI archive.
- What data does each monthly CAI aggregate contain?
- Every monthly row summarizes that month of CAI 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 100.8%, an average IV rank of 24.9%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.77.
- How is the CAI options-history archive built and how often does it update?
- The archive is derived from CAI'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 CAI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.