Coya Therapeutics, Inc. (COYA) Options History
Historical options analytics archive for COYA with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
COYA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for COYA. 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 | 20 | 51.6% | 10.0% | $5.00 | $2.3K | -$367.1K | 1.25 |
| 2026-05 | 16 | 30.8% | 5.7% | - | $1.5K | -$263.3K | 0.02 |
| 2026-04 | 16 | 49.5% | 9.6% | $5.00 | $1.1K | -$219.4K | 3.04 |
| 2026-03 | 20 | 102.7% | 20.2% | $2.50 | $1.0K | -$198.0K | 1.01 |
| 2026-02 | 19 | 155.3% | 28.1% | $7.50 | -$5.3K | -$75.3K | 61.18 |
| 2026-01 | 20 | 193.3% | 44.5% | $5.00 | -$23.8K | $565.6K | 4.28 |
This archive aggregates COYA's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 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 COYA 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 51.6%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.25.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked COYA history questions
- How much options history is available for COYA?
- This archive holds 11 months of COYA options analytics, spanning 2025-08 through 2026-06. Each entry is a monthly rollup of COYA'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 COYA archive.
- What data does each monthly COYA aggregate contain?
- Every monthly row summarizes that month of COYA 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 51.6%, an average IV rank of 10.0%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.25.
- How is the COYA options-history archive built and how often does it update?
- The archive is derived from COYA'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 COYA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.