Evolus, Inc. (EOLS) Options History
Historical options analytics archive for EOLS with monthly max pain, implied volatility, gamma exposure, and put/call data.
92 months of complete options data available.
EOLS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EOLS. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 76.9% | 13.9% | $5.00 | $19.0K | -$501.0K | 1.41 |
| 2026-06 | 21 | 76.6% | 12.4% | $5.00 | $126.2K | -$1.9M | 1.11 |
| 2026-05 | 20 | 58.8% | 8.6% | $5.00 | $86.9K | -$1.7M | 3.67 |
| 2026-04 | 21 | 73.0% | 11.7% | $2.50 | $19.4K | -$1.2M | 0.38 |
| 2026-03 | 22 | 94.6% | 25.8% | $5.00 | $3.9K | $229.9K | 4.12 |
| 2026-02 | 19 | 79.2% | 43.5% | $5.00 | $15.6K | -$250.7K | 0.83 |
This archive aggregates EOLS's daily end-of-day options snapshots into monthly summaries, spanning 2018-12 through 2026-07. 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 EOLS 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 (2026-07) shows an average ATM implied volatility near 76.9%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.41.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
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
Frequently asked EOLS history questions
- How much options history is available for EOLS?
- This archive holds 92 months of EOLS options analytics, spanning 2018-12 through 2026-07. Each entry is a monthly rollup of EOLS'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 EOLS archive.
- What data does each monthly EOLS aggregate contain?
- Every monthly row summarizes that month of EOLS 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, 2026-07 recorded an average ATM implied volatility near 76.9%, an average IV rank of 13.9%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.41.
- How is the EOLS options-history archive built and how often does it update?
- The archive is derived from EOLS'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 EOLS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.