Climb Bio, Inc. (CLYM) Options History
Historical options analytics archive for CLYM with monthly max pain, implied volatility, gamma exposure, and put/call data.
5 months of complete options data available.
CLYM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CLYM. 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 | 16 | 207.4% | - | $10.00 | $236 | -$348.0K | 3.58 |
| 2026-05 | 15 | 176.1% | - | $7.50 | $124 | -$287.7K | 1.89 |
| 2026-04 | 15 | 195.0% | - | $7.50 | $10.6K | -$798.8K | 0.78 |
| 2026-03 | 19 | 174.2% | - | $5.00 | $14.3K | -$425.6K | 0.61 |
| 2026-02 | 19 | 144.1% | - | $2.50 | $6.1K | -$279.3K | 0.78 |
| 2026-01 | 3 | 120.9% | - | $5.00 | $5.5K | -$15.1K | 0.01 |
This archive aggregates CLYM's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 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 CLYM 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 207.4%, a month-end max-pain strike around $10.00, an average put/call ratio of 3.58.
2026
Frequently asked CLYM history questions
- How much options history is available for CLYM?
- This archive holds 5 months of CLYM options analytics, spanning 2026-02 through 2026-06. Each entry is a monthly rollup of CLYM'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 CLYM archive.
- What data does each monthly CLYM aggregate contain?
- Every monthly row summarizes that month of CLYM 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 207.4%, a month-end max-pain strike around $10.00, an average put/call ratio of 3.58.
- How is the CLYM options-history archive built and how often does it update?
- The archive is derived from CLYM'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 CLYM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.