Citizens, Inc. (CIA) Options History
Historical options analytics archive for CIA with monthly max pain, implied volatility, gamma exposure, and put/call data.
207 months of complete options data available.
CIA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CIA. 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 | 18 | 100.8% | 45.7% | $5.00 | -$124.6K | $5.4M | 90.55 |
| 2026-05 | 18 | 94.9% | 42.3% | $2.50 | -$99.1K | $5.3M | 39.69 |
| 2026-04 | 15 | 120.0% | 52.8% | $5.00 | -$174.9K | $6.0M | 545.91 |
| 2026-03 | 20 | 126.7% | 50.8% | $2.50 | -$124.3K | $6.1M | 13.82 |
| 2026-02 | 19 | 104.9% | 35.3% | $2.50 | -$41.1K | $1.8M | 0.10 |
| 2026-01 | 20 | 109.5% | 38.5% | $5.00 | -$126.6K | $2.6M | 90.56 |
This archive aggregates CIA's daily end-of-day options snapshots into monthly summaries, spanning 2008-12 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 CIA 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 100.8%, a month-end max-pain strike around $5.00, an average put/call ratio of 90.55.
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
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
Frequently asked CIA history questions
- How much options history is available for CIA?
- This archive holds 207 months of CIA options analytics, spanning 2008-12 through 2026-06. Each entry is a monthly rollup of CIA'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 CIA archive.
- What data does each monthly CIA aggregate contain?
- Every monthly row summarizes that month of CIA 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 100.8%, an average IV rank of 45.7%, a month-end max-pain strike around $5.00, an average put/call ratio of 90.55.
- How is the CIA options-history archive built and how often does it update?
- The archive is derived from CIA'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 CIA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.