Globus Medical, Inc. (GMED) Options History
Historical options analytics archive for GMED with monthly max pain, implied volatility, gamma exposure, and put/call data.
163 months of complete options data available.
GMED monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GMED. 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 | 33.3% | 17.2% | $80.00 | $303.6K | -$2.5M | 1.38 |
| 2026-05 | 20 | 44.4% | 30.7% | $80.00 | $123.2K | -$2.9M | 0.83 |
| 2026-04 | 21 | 45.3% | 35.5% | $90.00 | $545.5K | -$8.2M | 0.30 |
| 2026-03 | 22 | 34.3% | 21.7% | $87.50 | $491.5K | -$5.9M | 0.49 |
| 2026-02 | 19 | 42.3% | 31.8% | $85.00 | $1.8M | -$29.7M | 0.33 |
| 2026-01 | 20 | 36.9% | 25.1% | $90.00 | $564.3K | -$15.5M | 0.47 |
This archive aggregates GMED's daily end-of-day options snapshots into monthly summaries, spanning 2012-12 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 GMED 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 33.3%, a month-end max-pain strike around $80.00, an average put/call ratio of 1.38.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
Frequently asked GMED history questions
- How much options history is available for GMED?
- This archive holds 163 months of GMED options analytics, spanning 2012-12 through 2026-06. Each entry is a monthly rollup of GMED'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 GMED archive.
- What data does each monthly GMED aggregate contain?
- Every monthly row summarizes that month of GMED 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 33.3%, an average IV rank of 17.2%, a month-end max-pain strike around $80.00, an average put/call ratio of 1.38.
- How is the GMED options-history archive built and how often does it update?
- The archive is derived from GMED'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 GMED's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.