Glaukos Corporation (GKOS) Options History
Historical options analytics archive for GKOS with monthly max pain, implied volatility, gamma exposure, and put/call data.
122 months of complete options data available.
GKOS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GKOS. 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 | 60.0% | 50.8% | $125.00 | $117.8K | -$9.7M | 1.59 |
| 2026-05 | 20 | 50.4% | 35.5% | $110.00 | -$99.0K | $3.6M | 1.12 |
| 2026-04 | 20 | 62.3% | 46.5% | $115.00 | $81.2K | -$4.5M | 0.37 |
| 2026-03 | 22 | 49.4% | 26.6% | $100.00 | $196.5K | -$3.4M | 0.64 |
| 2026-02 | 19 | 60.6% | 40.3% | $110.00 | $142.5K | -$5.0M | 0.47 |
| 2026-01 | 20 | 61.2% | 39.3% | $115.00 | $119.6K | -$5.1M | 0.79 |
This archive aggregates GKOS's daily end-of-day options snapshots into monthly summaries, spanning 2016-05 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 GKOS 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 60.0%, a month-end max-pain strike around $125.00, an average put/call ratio of 1.59.
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked GKOS history questions
- How much options history is available for GKOS?
- This archive holds 122 months of GKOS options analytics, spanning 2016-05 through 2026-06. Each entry is a monthly rollup of GKOS'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 GKOS archive.
- What data does each monthly GKOS aggregate contain?
- Every monthly row summarizes that month of GKOS 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 60.0%, an average IV rank of 50.8%, a month-end max-pain strike around $125.00, an average put/call ratio of 1.59.
- How is the GKOS options-history archive built and how often does it update?
- The archive is derived from GKOS'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 GKOS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.