Perspective Therapeutics, Inc. (CATX) Options History
Historical options analytics archive for CATX with monthly max pain, implied volatility, gamma exposure, and put/call data.
23 months of complete options data available.
CATX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CATX. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 21 | 68.9% | 12.6% | $2.50 | $3.2K | -$558.3K | 2.24 |
| 2026-06 | 18 | 96.3% | 19.4% | $2.50 | $2.1K | -$490.8K | 4.08 |
| 2026-05 | 18 | 104.5% | 21.5% | $2.50 | $19.6K | -$1.2M | 0.51 |
| 2026-04 | 21 | 108.0% | 23.7% | $5.00 | $12.0K | -$1.2M | 0.73 |
| 2026-03 | 22 | 107.9% | 27.3% | $5.00 | $13.5K | -$1.5M | 2.38 |
| 2026-02 | 19 | 145.5% | 35.9% | $5.00 | $11.2K | -$2.6M | 1.88 |
This archive aggregates CATX's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 through 2026-07. 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 CATX 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 (2026-07) shows an average ATM implied volatility near 68.9%, a month-end max-pain strike around $2.50, an average put/call ratio of 2.24.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked CATX history questions
- How much options history is available for CATX?
- This archive holds 23 months of CATX options analytics, spanning 2024-09 through 2026-07. Each entry is a monthly rollup of CATX'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 CATX archive.
- What data does each monthly CATX aggregate contain?
- Every monthly row summarizes that month of CATX 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, 2026-07 recorded an average ATM implied volatility near 68.9%, an average IV rank of 12.6%, a month-end max-pain strike around $2.50, an average put/call ratio of 2.24.
- How is the CATX options-history archive built and how often does it update?
- The archive is derived from CATX'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 CATX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.