Cineverse Corp. (CNVS) Options History
Historical options analytics archive for CNVS with monthly max pain, implied volatility, gamma exposure, and put/call data.
16 months of complete options data available.
CNVS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CNVS. 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 | 146.5% | 29.0% | $2.50 | $5.4K | -$378.3K | 0.25 |
| 2026-05 | 16 | 139.9% | 30.3% | $5.00 | $2.3K | -$117.9K | 0.08 |
| 2026-04 | 16 | 109.4% | 21.7% | $2.50 | $17.0K | -$537.1K | 0.98 |
| 2026-03 | 19 | 125.3% | 22.3% | $2.50 | $10.9K | -$462.8K | 0.58 |
| 2026-02 | 18 | 140.2% | 26.3% | $2.50 | $11.4K | -$900.2K | 0.03 |
| 2026-01 | 20 | 148.0% | 28.4% | $2.50 | $4.8K | -$231.3K | 0.00 |
This archive aggregates CNVS's daily end-of-day options snapshots into monthly summaries, spanning 2025-03 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 CNVS 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 146.5%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.25.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CNVS history questions
- How much options history is available for CNVS?
- This archive holds 16 months of CNVS options analytics, spanning 2025-03 through 2026-06. Each entry is a monthly rollup of CNVS'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 CNVS archive.
- What data does each monthly CNVS aggregate contain?
- Every monthly row summarizes that month of CNVS 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 146.5%, an average IV rank of 29.0%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.25.
- How is the CNVS options-history archive built and how often does it update?
- The archive is derived from CNVS'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 CNVS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.