Credo Technology Group Holding Ltd (CRDO) Options History
Historical options analytics archive for CRDO with monthly max pain, implied volatility, gamma exposure, and put/call data.
47 months of complete options data available.
CRDO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CRDO. 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 | 21 | 109.0% | 75.9% | $230.00 | $10.2M | -$1.65B | 0.66 |
| 2026-05 | 16 | 111.4% | 80.8% | $185.00 | $15.2M | -$1.73B | 0.94 |
| 2026-04 | 20 | 89.9% | 39.8% | $130.00 | $7.0M | -$936.4M | 0.79 |
| 2026-03 | 22 | 88.7% | 23.0% | $110.00 | -$3.0M | $104.4M | 1.06 |
| 2026-02 | 19 | 104.3% | 36.5% | $115.00 | -$2.4M | -$33.9M | 0.66 |
| 2026-01 | 20 | 83.5% | 18.6% | $135.00 | -$599.0K | $18.0M | 0.73 |
This archive aggregates CRDO's daily end-of-day options snapshots into monthly summaries, spanning 2022-08 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 CRDO 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 109.0%, a month-end max-pain strike around $230.00, an average put/call ratio of 0.66.
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
Frequently asked CRDO history questions
- How much options history is available for CRDO?
- This archive holds 47 months of CRDO options analytics, spanning 2022-08 through 2026-06. Each entry is a monthly rollup of CRDO'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 CRDO archive.
- What data does each monthly CRDO aggregate contain?
- Every monthly row summarizes that month of CRDO 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 109.0%, an average IV rank of 75.9%, a month-end max-pain strike around $230.00, an average put/call ratio of 0.66.
- How is the CRDO options-history archive built and how often does it update?
- The archive is derived from CRDO'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 CRDO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.