Structure Therapeutics Inc. (GPCR) Options History
Historical options analytics archive for GPCR with monthly max pain, implied volatility, gamma exposure, and put/call data.
35 months of complete options data available.
GPCR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GPCR. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 65.7% | 13.7% | $35.00 | $73.4K | -$958.1K | 0.48 |
| 2026-08 | 21 | 88.4% | 19.6% | $47.50 | $232.3K | -$12.6M | 0.34 |
| 2026-07 | 21 | 78.7% | 17.1% | $47.50 | $214.8K | -$14.5M | 0.24 |
| 2026-06 | 21 | 71.6% | 15.3% | $47.50 | $333.0K | -$21.8M | 0.17 |
| 2026-05 | 20 | 74.9% | 16.1% | $47.50 | $157.8K | -$5.4M | 0.41 |
| 2026-04 | 21 | 73.9% | 14.8% | $50.00 | -$22.8K | $2.1M | 0.56 |
This archive aggregates GPCR's daily end-of-day options snapshots into monthly summaries, spanning 2023-11 through 2026-09. 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 GPCR 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 (2026-09) shows an average ATM implied volatility near 65.7%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.48.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Frequently asked GPCR history questions
- How much options history is available for GPCR?
- This archive holds 35 months of GPCR options analytics, spanning 2023-11 through 2026-09. Each entry is a monthly rollup of GPCR'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 GPCR archive.
- What data does each monthly GPCR aggregate contain?
- Every monthly row summarizes that month of GPCR 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, 2026-09 recorded an average ATM implied volatility near 65.7%, an average IV rank of 13.7%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.48.
- How is the GPCR options-history archive built and how often does it update?
- The archive is derived from GPCR'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 GPCR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.