Climb Bio, Inc. (CLYM) Options History
Historical options analytics archive for CLYM with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 141.8% | 34.7% | $12.50 | -$11.5K | -$585.2K | 4.14 |
| 2026-08 | 21 | 166.9% | 56.3% | $20.00 | -$171.4K | $13.1M | 31.17 |
| 2026-07 | 20 | 164.7% | - | $12.50 | $37.4K | -$3.6M | 7.19 |
| 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 |
This archive aggregates CLYM's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 through 2026-09. 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 (2026-09) shows an average ATM implied volatility near 141.8%, a month-end max-pain strike around $12.50, an average put/call ratio of 4.14.
2026
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked CLYM history questions
- How much options history is available for CLYM?
- This archive holds 8 months of CLYM options analytics, spanning 2026-02 through 2026-09. 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, 2026-09 recorded an average ATM implied volatility near 141.8%, an average IV rank of 34.7%, a month-end max-pain strike around $12.50, an average put/call ratio of 4.14.
- 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.