Chaince Digital Holdings Inc. (CD) Options History
Historical options analytics archive for CD with monthly max pain, implied volatility, gamma exposure, and put/call data.
45 months of complete options data available.
CD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CD. 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 | 19 | 159.2% | 41.1% | $7.50 | $1.5K | -$85.8K | 4.83 |
| 2026-05 | 19 | 125.6% | 31.6% | $10.00 | $2.5K | -$64.6K | 0.59 |
| 2026-04 | 21 | 192.1% | 50.4% | $2.50 | $682 | -$37.7K | 0.06 |
| 2026-03 | 21 | 168.7% | 44.5% | $5.00 | $355 | -$31.5K | 0.58 |
| 2026-02 | 19 | 150.3% | 39.5% | $7.50 | $499 | $17.1K | 1.24 |
| 2026-01 | 20 | 149.6% | 39.3% | $5.00 | $1.3K | -$83.6K | 0.72 |
This archive aggregates CD's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 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 CD 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 159.2%, a month-end max-pain strike around $7.50, an average put/call ratio of 4.83.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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
Frequently asked CD history questions
- How much options history is available for CD?
- This archive holds 45 months of CD options analytics, spanning 2020-12 through 2026-06. Each entry is a monthly rollup of CD'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 CD archive.
- What data does each monthly CD aggregate contain?
- Every monthly row summarizes that month of CD 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 159.2%, an average IV rank of 41.1%, a month-end max-pain strike around $7.50, an average put/call ratio of 4.83.
- How is the CD options-history archive built and how often does it update?
- The archive is derived from CD'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 CD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.