Canopy Growth Corporation (CGC) Options History
Historical options analytics archive for CGC with monthly max pain, implied volatility, gamma exposure, and put/call data.
105 months of complete options data available.
CGC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CGC. 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 | 101.4% | 36.8% | $1.00 | $42.0K | -$4.0M | 0.46 |
| 2026-05 | 19 | 112.6% | 41.9% | $1.50 | $62.4K | -$6.6M | 0.30 |
| 2026-04 | 19 | 103.7% | 33.9% | $1.00 | $83.8K | -$7.3M | 0.15 |
| 2026-03 | 22 | 132.1% | 34.3% | $1.00 | $58.6K | -$3.9M | 0.37 |
| 2026-02 | 19 | 117.8% | 32.7% | $1.50 | $75.4K | -$6.0M | 0.27 |
| 2026-01 | 20 | 127.5% | 40.2% | $1.50 | $68.5K | -$7.0M | 0.24 |
This archive aggregates CGC's daily end-of-day options snapshots into monthly summaries, spanning 2010-09 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 CGC 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 101.4%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.46.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
2010
Frequently asked CGC history questions
- How much options history is available for CGC?
- This archive holds 105 months of CGC options analytics, spanning 2010-09 through 2026-06. Each entry is a monthly rollup of CGC'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 CGC archive.
- What data does each monthly CGC aggregate contain?
- Every monthly row summarizes that month of CGC 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 101.4%, an average IV rank of 36.8%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.46.
- How is the CGC options-history archive built and how often does it update?
- The archive is derived from CGC'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 CGC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.