CuriosityStream Inc. (CURI) Options History
Historical options analytics archive for CURI with monthly max pain, implied volatility, gamma exposure, and put/call data.
65 months of complete options data available.
CURI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CURI. 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 | 96.9% | 25.6% | $5.00 | $3.3K | $49.9K | 0.63 |
| 2026-05 | 20 | 54.3% | 10.0% | $5.00 | $5.1K | -$85.7K | 1.16 |
| 2026-04 | 21 | 107.6% | 26.1% | $5.00 | $7.1K | -$310.0K | 2.55 |
| 2026-03 | 22 | 100.0% | 21.3% | $5.00 | $1.1K | $49.8K | 1.05 |
| 2026-02 | 19 | 118.5% | 28.1% | $5.00 | $3.2K | -$58.2K | 0.82 |
| 2026-01 | 20 | 129.0% | 36.6% | $5.00 | $4.0K | -$56.0K | 0.35 |
This archive aggregates CURI's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 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 CURI 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 96.9%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.63.
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CURI history questions
- How much options history is available for CURI?
- This archive holds 65 months of CURI options analytics, spanning 2021-02 through 2026-06. Each entry is a monthly rollup of CURI'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 CURI archive.
- What data does each monthly CURI aggregate contain?
- Every monthly row summarizes that month of CURI 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 96.9%, an average IV rank of 25.6%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.63.
- How is the CURI options-history archive built and how often does it update?
- The archive is derived from CURI'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 CURI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.