Cheetah Mobile Inc. (CMCM) Options History
Historical options analytics archive for CMCM with monthly max pain, implied volatility, gamma exposure, and put/call data.
141 months of complete options data available.
CMCM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CMCM. 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 |
|---|---|---|---|---|---|---|---|
| 2026-08 | 21 | 159.7% | 40.5% | $2.50 | $233 | -$33.7K | 0.07 |
| 2026-07 | 19 | 98.3% | 25.0% | $2.50 | $335 | -$24.8K | 10.00 |
| 2026-06 | 17 | 113.7% | 29.0% | $2.50 | $435 | -$42.2K | 1.77 |
| 2026-05 | 16 | 134.0% | 37.3% | - | -$1.6K | $46.4K | 0.00 |
| 2026-04 | 16 | 159.4% | 61.7% | $5.00 | -$533 | $46.8K | 0.00 |
| 2026-03 | 20 | 100.2% | 41.7% | $7.50 | $237 | $33.4K | 0.99 |
This archive aggregates CMCM's daily end-of-day options snapshots into monthly summaries, spanning 2014-12 through 2026-08. 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 CMCM 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 (2026-08) shows an average ATM implied volatility near 159.7%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.07.
2026
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2025
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2024
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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
Frequently asked CMCM history questions
- How much options history is available for CMCM?
- This archive holds 141 months of CMCM options analytics, spanning 2014-12 through 2026-08. Each entry is a monthly rollup of CMCM'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 CMCM archive.
- What data does each monthly CMCM aggregate contain?
- Every monthly row summarizes that month of CMCM 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, 2026-08 recorded an average ATM implied volatility near 159.7%, an average IV rank of 40.5%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.07.
- How is the CMCM options-history archive built and how often does it update?
- The archive is derived from CMCM'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 CMCM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.