Chime Financial, Inc. Class A Common Stock (CHYM) Options History
Historical options analytics archive for CHYM with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
CHYM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CHYM. 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 | 17 | 64.9% | 20.2% | $20.00 | $652.9K | -$29.3M | 1.43 |
| 2026-05 | 18 | 71.2% | 26.1% | $17.50 | $22.2K | -$11.1M | 0.85 |
| 2026-04 | 15 | 77.4% | 31.9% | $20.00 | $591.9K | -$29.3M | 0.31 |
| 2026-03 | 21 | 68.9% | 23.9% | $20.00 | $232.6K | -$10.3M | 0.59 |
| 2026-02 | 19 | 77.4% | 31.9% | $22.50 | $864.6K | -$33.0M | 0.98 |
| 2026-01 | 20 | 60.5% | 16.1% | $27.50 | $779.0K | -$44.9M | 0.24 |
This archive aggregates CHYM's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 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 CHYM 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 64.9%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.43.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CHYM history questions
- How much options history is available for CHYM?
- This archive holds 13 months of CHYM options analytics, spanning 2025-06 through 2026-06. Each entry is a monthly rollup of CHYM'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 CHYM archive.
- What data does each monthly CHYM aggregate contain?
- Every monthly row summarizes that month of CHYM 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 64.9%, an average IV rank of 20.2%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.43.
- How is the CHYM options-history archive built and how often does it update?
- The archive is derived from CHYM'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 CHYM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.