Cantor Equity Partners II, Inc. (CEPT) Options History
Historical options analytics archive for CEPT with monthly max pain, implied volatility, gamma exposure, and put/call data.
1 months of complete options data available.
CEPT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CEPT. 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 | 10 | 136.8% | - | $10.00 | $186.4K | -$10.0M | 0.66 |
This archive aggregates CEPT's daily end-of-day options snapshots into monthly summaries, spanning 2026-06 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 CEPT 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 136.8%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.66.