Filana Therapeutics, Inc. (FLNA) Options History
Historical options analytics archive for FLNA with monthly max pain, implied volatility, gamma exposure, and put/call data.
4 months of complete options data available.
FLNA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for FLNA. 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 | 16 | 22.6% | - | $2.50 | $5.2K | -$917.7K | 0.19 |
| 2026-05 | 17 | 42.2% | - | $2.50 | $9.0K | -$1.1M | 0.80 |
| 2026-04 | 20 | 125.0% | - | $2.00 | $5.1K | -$965.6K | 0.60 |
| 2026-03 | 5 | 153.5% | - | $2.00 | $8.0K | -$1.4M | 0.48 |
This archive aggregates FLNA's daily end-of-day options snapshots into monthly summaries, spanning 2026-03 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 FLNA 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 22.6%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.19.
2026
Frequently asked FLNA history questions
- How much options history is available for FLNA?
- This archive holds 4 months of FLNA options analytics, spanning 2026-03 through 2026-06. Each entry is a monthly rollup of FLNA'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 FLNA archive.
- What data does each monthly FLNA aggregate contain?
- Every monthly row summarizes that month of FLNA 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 22.6%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.19.
- How is the FLNA options-history archive built and how often does it update?
- The archive is derived from FLNA'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 FLNA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.