Enanta Pharmaceuticals, Inc. (ENTA) Options History
Historical options analytics archive for ENTA with monthly max pain, implied volatility, gamma exposure, and put/call data.
149 months of complete options data available.
ENTA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ENTA. 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 | 86.2% | 16.5% | $12.50 | $11.1K | -$351.7K | 6.90 |
| 2026-05 | 20 | 131.8% | 29.1% | $10.00 | $8.4K | -$199.1K | 9.51 |
| 2026-04 | 21 | 134.6% | 29.9% | $12.50 | $3.4K | -$213.2K | 7.48 |
| 2026-03 | 22 | 101.9% | 19.6% | $10.00 | $9.4K | -$435.9K | 5.07 |
| 2026-02 | 19 | 97.4% | 18.1% | $12.50 | $13.0K | -$736.0K | 0.47 |
| 2026-01 | 20 | 97.1% | 17.9% | $12.50 | $9.2K | -$505.0K | 11.38 |
This archive aggregates ENTA's daily end-of-day options snapshots into monthly summaries, spanning 2014-02 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 ENTA 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 86.2%, a month-end max-pain strike around $12.50, an average put/call ratio of 6.90.
2026
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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
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2019
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2018
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2017
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2016
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2015
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2014
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Frequently asked ENTA history questions
- How much options history is available for ENTA?
- This archive holds 149 months of ENTA options analytics, spanning 2014-02 through 2026-06. Each entry is a monthly rollup of ENTA'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 ENTA archive.
- What data does each monthly ENTA aggregate contain?
- Every monthly row summarizes that month of ENTA 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 86.2%, an average IV rank of 16.5%, a month-end max-pain strike around $12.50, an average put/call ratio of 6.90.
- How is the ENTA options-history archive built and how often does it update?
- The archive is derived from ENTA'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 ENTA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.