Galiano Gold Inc. (GAU) Options History
Historical options analytics archive for GAU with monthly max pain, implied volatility, gamma exposure, and put/call data.
73 months of complete options data available.
GAU monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GAU. 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 | 18 | 123.9% | 30.0% | $1.50 | $15.4K | -$621.8K | 0.18 |
| 2026-05 | 20 | 126.2% | 29.6% | $1.50 | $19.4K | -$1.1M | 0.10 |
| 2026-04 | 18 | 160.0% | 44.1% | $2.00 | $20.5K | -$1.1M | 1.32 |
| 2026-03 | 22 | 127.0% | 36.3% | $2.50 | $19.7K | -$2.3M | 0.22 |
| 2026-02 | 19 | 88.7% | 23.1% | $2.50 | $20.8K | -$4.2M | 0.11 |
| 2026-01 | 20 | 94.7% | 20.5% | $1.50 | $26.9K | -$7.2M | 0.26 |
This archive aggregates GAU's daily end-of-day options snapshots into monthly summaries, spanning 2020-06 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 GAU 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 123.9%, a month-end max-pain strike around $1.50, an average put/call ratio of 0.18.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked GAU history questions
- How much options history is available for GAU?
- This archive holds 73 months of GAU options analytics, spanning 2020-06 through 2026-06. Each entry is a monthly rollup of GAU'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 GAU archive.
- What data does each monthly GAU aggregate contain?
- Every monthly row summarizes that month of GAU 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 123.9%, an average IV rank of 30.0%, a month-end max-pain strike around $1.50, an average put/call ratio of 0.18.
- How is the GAU options-history archive built and how often does it update?
- The archive is derived from GAU'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 GAU's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.