Circle Internet Group (CRCL) Options History
Historical options analytics archive for CRCL with monthly max pain, implied volatility, gamma exposure, and put/call data.
14 months of complete options data available.
CRCL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CRCL. 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 | 22 | 96.1% | 53.8% | $75.00 | $3.9M | $187.5M | 0.55 |
| 2026-06 | 19 | 84.2% | 16.7% | $90.00 | -$4.6M | $416.3M | 0.64 |
| 2026-05 | 16 | 92.2% | 23.4% | $105.00 | $22.0M | -$1.38B | 0.40 |
| 2026-04 | 18 | 91.5% | 22.8% | $99.00 | $874.2K | -$508.0M | 0.50 |
| 2026-03 | 21 | 83.7% | 16.1% | $95.00 | $7.0M | -$632.9M | 0.66 |
| 2026-02 | 19 | 86.6% | 18.7% | $75.00 | $7.5M | -$1.09B | 0.72 |
This archive aggregates CRCL's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 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 CRCL 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 96.1%, a month-end max-pain strike around $75.00, an average put/call ratio of 0.55.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CRCL history questions
- How much options history is available for CRCL?
- This archive holds 14 months of CRCL options analytics, spanning 2025-06 through 2026-07. Each entry is a monthly rollup of CRCL'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 CRCL archive.
- What data does each monthly CRCL aggregate contain?
- Every monthly row summarizes that month of CRCL 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 96.1%, an average IV rank of 53.8%, a month-end max-pain strike around $75.00, an average put/call ratio of 0.55.
- How is the CRCL options-history archive built and how often does it update?
- The archive is derived from CRCL'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 CRCL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.