Denali Therapeutics Inc. (DNLI) Options History
Historical options analytics archive for DNLI with monthly max pain, implied volatility, gamma exposure, and put/call data.
101 months of complete options data available.
DNLI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DNLI. 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 | 78.6% | 15.6% | $20.00 | $171.7K | -$7.5M | 2.45 |
| 2026-05 | 20 | 99.4% | 22.9% | $20.00 | $45.1K | -$2.7M | 5.85 |
| 2026-04 | 21 | 78.2% | 30.4% | $20.00 | $36.4K | -$1.0M | 0.87 |
| 2026-03 | 22 | 99.8% | 42.0% | $20.00 | $20.8K | -$921.9K | 1.55 |
| 2026-02 | 19 | 82.9% | 32.2% | $17.50 | $34.5K | -$2.9M | 0.86 |
| 2026-01 | 20 | 73.1% | 26.5% | $17.50 | $87.9K | -$4.5M | 0.11 |
This archive aggregates DNLI's daily end-of-day options snapshots into monthly summaries, spanning 2018-02 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 DNLI 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 78.6%, a month-end max-pain strike around $20.00, an average put/call ratio of 2.45.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked DNLI history questions
- How much options history is available for DNLI?
- This archive holds 101 months of DNLI options analytics, spanning 2018-02 through 2026-06. Each entry is a monthly rollup of DNLI'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 DNLI archive.
- What data does each monthly DNLI aggregate contain?
- Every monthly row summarizes that month of DNLI 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 78.6%, an average IV rank of 15.6%, a month-end max-pain strike around $20.00, an average put/call ratio of 2.45.
- How is the DNLI options-history archive built and how often does it update?
- The archive is derived from DNLI'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 DNLI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.