Cryoport, Inc. (CYRX) Options History
Historical options analytics archive for CYRX with monthly max pain, implied volatility, gamma exposure, and put/call data.
107 months of complete options data available.
CYRX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CYRX. 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 | 70.7% | 29.5% | $12.50 | $373.3K | -$38.0M | 0.84 |
| 2026-05 | 20 | 83.2% | 39.3% | $12.50 | $298.0K | -$36.4M | 0.17 |
| 2026-04 | 21 | 89.3% | 44.1% | $5.00 | $157.8K | -$17.2M | 1.35 |
| 2026-03 | 22 | 80.5% | 37.2% | $7.50 | $78.9K | -$8.9M | 0.13 |
| 2026-02 | 19 | 109.6% | 68.7% | $10.00 | $40.6K | -$4.2M | 0.99 |
| 2026-01 | 20 | 60.6% | 27.7% | $7.50 | $42.3K | -$5.3M | 0.22 |
This archive aggregates CYRX's daily end-of-day options snapshots into monthly summaries, spanning 2017-08 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 CYRX 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 70.7%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.84.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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2021
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2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
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2018
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2017
Frequently asked CYRX history questions
- How much options history is available for CYRX?
- This archive holds 107 months of CYRX options analytics, spanning 2017-08 through 2026-06. Each entry is a monthly rollup of CYRX'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 CYRX archive.
- What data does each monthly CYRX aggregate contain?
- Every monthly row summarizes that month of CYRX 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 70.7%, an average IV rank of 29.5%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.84.
- How is the CYRX options-history archive built and how often does it update?
- The archive is derived from CYRX'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 CYRX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.