Galectin Therapeutics Inc. (GALT) Options History
Historical options analytics archive for GALT with monthly max pain, implied volatility, gamma exposure, and put/call data.
154 months of complete options data available.
GALT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GALT. 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 | 128.1% | 31.2% | $2.50 | $83.7K | -$3.3M | 0.66 |
| 2026-05 | 19 | 119.1% | 28.3% | $2.50 | $17.0K | -$991.3K | 2.40 |
| 2026-04 | 18 | 176.6% | 44.7% | $2.50 | $12.0K | -$730.9K | 5.74 |
| 2026-03 | 22 | 170.3% | 36.3% | $2.50 | $16.5K | -$1.5M | 4.33 |
| 2026-02 | 19 | 162.9% | 35.3% | $2.50 | $22.6K | -$1.3M | 0.02 |
| 2026-01 | 20 | 112.1% | 18.6% | $2.50 | $24.8K | -$1.5M | 0.06 |
This archive aggregates GALT's daily end-of-day options snapshots into monthly summaries, spanning 2013-09 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 GALT 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 128.1%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.66.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Frequently asked GALT history questions
- How much options history is available for GALT?
- This archive holds 154 months of GALT options analytics, spanning 2013-09 through 2026-06. Each entry is a monthly rollup of GALT'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 GALT archive.
- What data does each monthly GALT aggregate contain?
- Every monthly row summarizes that month of GALT 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 128.1%, an average IV rank of 31.2%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.66.
- How is the GALT options-history archive built and how often does it update?
- The archive is derived from GALT'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 GALT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.