Cantor Equity Partners I, Inc. Class A Ordinary Shares (CEPO) Options History
Historical options analytics archive for CEPO with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
CEPO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CEPO. 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 | 193.9% | 60.7% | $10.00 | -$780 | $33.9K | 1.33 |
| 2026-05 | 18 | 85.9% | 29.8% | $10.00 | $11.0K | -$423.9K | 0.01 |
| 2026-04 | 20 | 166.1% | 64.2% | $10.00 | $1.6K | -$367.4K | 2.93 |
| 2026-03 | 21 | 110.6% | 46.5% | $10.00 | -$566 | -$54.2K | 0.78 |
| 2026-02 | 19 | 50.1% | 30.3% | $10.00 | -$98.9K | -$52.2K | 2.32 |
| 2026-01 | 20 | 23.1% | - | $7.50 | $50.7K | -$2.6M | 0.48 |
This archive aggregates CEPO's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 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 CEPO 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 193.9%, a month-end max-pain strike around $10.00, an average put/call ratio of 1.33.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked CEPO history questions
- How much options history is available for CEPO?
- This archive holds 11 months of CEPO options analytics, spanning 2025-08 through 2026-06. Each entry is a monthly rollup of CEPO'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 CEPO archive.
- What data does each monthly CEPO aggregate contain?
- Every monthly row summarizes that month of CEPO 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 193.9%, an average IV rank of 60.7%, a month-end max-pain strike around $10.00, an average put/call ratio of 1.33.
- How is the CEPO options-history archive built and how often does it update?
- The archive is derived from CEPO'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 CEPO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.