CPS Technologies Corporation (CPSH) Options History
Historical options analytics archive for CPSH with monthly max pain, implied volatility, gamma exposure, and put/call data.
63 months of complete options data available.
CPSH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CPSH. 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 | 18 | 182.4% | 56.9% | $5.00 | $25.1K | -$2.6M | 0.22 |
| 2026-05 | 17 | 122.2% | 36.2% | $5.00 | $62.0K | -$10.9M | 0.68 |
| 2026-04 | 19 | 107.9% | 31.4% | $5.00 | $8.6K | -$690.4K | 0.42 |
| 2026-03 | 20 | 100.4% | 22.3% | $2.50 | -$2.2K | -$112.4K | 2.07 |
| 2026-02 | 19 | 123.6% | 28.3% | $5.00 | $9.5K | -$585.0K | 0.40 |
| 2026-01 | 20 | 107.7% | 21.1% | $7.50 | $17.4K | -$561.6K | 0.17 |
This archive aggregates CPSH's daily end-of-day options snapshots into monthly summaries, spanning 2021-04 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 CPSH 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 182.4%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.22.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CPSH history questions
- How much options history is available for CPSH?
- This archive holds 63 months of CPSH options analytics, spanning 2021-04 through 2026-06. Each entry is a monthly rollup of CPSH'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 CPSH archive.
- What data does each monthly CPSH aggregate contain?
- Every monthly row summarizes that month of CPSH 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 182.4%, an average IV rank of 56.9%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.22.
- How is the CPSH options-history archive built and how often does it update?
- The archive is derived from CPSH'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 CPSH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.