Cipher Mining Inc. (CIFR) Options History
Historical options analytics archive for CIFR with monthly max pain, implied volatility, gamma exposure, and put/call data.
56 months of complete options data available.
CIFR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CIFR. 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 | 107.6% | 26.7% | $22.00 | $6.3M | -$939.8M | 0.34 |
| 2026-05 | 18 | 102.4% | 20.7% | $21.00 | $10.7M | -$1.17B | 0.44 |
| 2026-04 | 16 | 110.6% | 30.2% | $15.00 | $3.4M | -$488.6M | 0.50 |
| 2026-03 | 19 | 105.0% | 23.6% | $14.50 | -$377.5K | -$108.2M | 0.61 |
| 2026-02 | 19 | 120.4% | 41.5% | $13.00 | $3.2M | -$352.6M | 0.48 |
| 2026-01 | 20 | 107.2% | 26.2% | $16.50 | $1.1M | -$403.6M | 0.41 |
This archive aggregates CIFR's daily end-of-day options snapshots into monthly summaries, spanning 2021-11 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 CIFR 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 107.6%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.34.
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
Frequently asked CIFR history questions
- How much options history is available for CIFR?
- This archive holds 56 months of CIFR options analytics, spanning 2021-11 through 2026-06. Each entry is a monthly rollup of CIFR'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 CIFR archive.
- What data does each monthly CIFR aggregate contain?
- Every monthly row summarizes that month of CIFR 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 107.6%, an average IV rank of 26.7%, a month-end max-pain strike around $22.00, an average put/call ratio of 0.34.
- How is the CIFR options-history archive built and how often does it update?
- The archive is derived from CIFR'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 CIFR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.