CareDx, Inc (CDNA) Options History
Historical options analytics archive for CDNA with monthly max pain, implied volatility, gamma exposure, and put/call data.
104 months of complete options data available.
CDNA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CDNA. 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 | 84.9% | 21.6% | $22.50 | $15.6K | -$1.4M | 0.36 |
| 2026-05 | 19 | 79.0% | 18.3% | $20.00 | $8.7K | -$532.1K | 0.78 |
| 2026-04 | 20 | 105.8% | 23.1% | $17.50 | $7.1K | -$464.3K | 0.96 |
| 2026-03 | 20 | 101.3% | 21.9% | $17.50 | $3.9K | -$216.3K | 0.74 |
| 2026-02 | 19 | 97.5% | 20.3% | $20.00 | $2.7K | -$226.3K | 1.81 |
| 2026-01 | 20 | 102.4% | 22.0% | $17.50 | -$1.3K | -$1.3M | 10.98 |
This archive aggregates CDNA's daily end-of-day options snapshots into monthly summaries, spanning 2017-11 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 CDNA 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 84.9%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.36.
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
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
Frequently asked CDNA history questions
- How much options history is available for CDNA?
- This archive holds 104 months of CDNA options analytics, spanning 2017-11 through 2026-06. Each entry is a monthly rollup of CDNA'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 CDNA archive.
- What data does each monthly CDNA aggregate contain?
- Every monthly row summarizes that month of CDNA 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 84.9%, an average IV rank of 21.6%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.36.
- How is the CDNA options-history archive built and how often does it update?
- The archive is derived from CDNA'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 CDNA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.