Caledonia Mining Corporation Plc (CMCL) Options History
Historical options analytics archive for CMCL with monthly max pain, implied volatility, gamma exposure, and put/call data.
59 months of complete options data available.
CMCL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CMCL. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 18 | 153.1% | 29.2% | $20.00 | $4.0K | $66.7K | 1.12 |
| 2026-06 | 17 | 99.4% | 18.6% | $22.50 | $503 | $175.1K | 3.82 |
| 2026-05 | 16 | 68.0% | 25.5% | $25.00 | $32.9K | -$691.6K | 0.44 |
| 2026-04 | 16 | 80.8% | 35.7% | $30.00 | $17.8K | -$407.5K | 0.89 |
| 2026-03 | 20 | 80.0% | 50.9% | $30.00 | $18.6K | -$649.2K | 0.43 |
| 2026-02 | 19 | 82.8% | 57.5% | $25.00 | $84.1K | -$5.2M | 0.18 |
This archive aggregates CMCL's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 through 2026-07. 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 CMCL 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 (2026-07) shows an average ATM implied volatility near 153.1%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.12.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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 CMCL history questions
- How much options history is available for CMCL?
- This archive holds 59 months of CMCL options analytics, spanning 2021-09 through 2026-07. Each entry is a monthly rollup of CMCL'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 CMCL archive.
- What data does each monthly CMCL aggregate contain?
- Every monthly row summarizes that month of CMCL 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, 2026-07 recorded an average ATM implied volatility near 153.1%, an average IV rank of 29.2%, a month-end max-pain strike around $20.00, an average put/call ratio of 1.12.
- How is the CMCL options-history archive built and how often does it update?
- The archive is derived from CMCL'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 CMCL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.