GRAIL Inc. (GRAL) Options History
Historical options analytics archive for GRAL with monthly max pain, implied volatility, gamma exposure, and put/call data.
24 months of complete options data available.
GRAL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GRAL. 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 | 87.0% | 12.5% | $70.00 | $244.8K | -$34.8M | 0.75 |
| 2026-05 | 20 | 93.7% | 15.8% | $70.00 | $419.2K | -$51.5M | 0.80 |
| 2026-04 | 21 | 96.1% | 15.5% | $50.00 | $226.8K | -$21.4M | 2.29 |
| 2026-03 | 22 | 89.2% | 11.2% | $50.00 | $309.0K | -$20.3M | 0.48 |
| 2026-02 | 19 | 87.9% | 10.4% | $50.00 | $334.0K | -$22.8M | 0.66 |
| 2026-01 | 20 | 91.7% | 16.8% | $105.00 | $239.1K | -$60.7M | 0.57 |
This archive aggregates GRAL's daily end-of-day options snapshots into monthly summaries, spanning 2024-07 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 GRAL 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 87.0%, a month-end max-pain strike around $70.00, an average put/call ratio of 0.75.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked GRAL history questions
- How much options history is available for GRAL?
- This archive holds 24 months of GRAL options analytics, spanning 2024-07 through 2026-06. Each entry is a monthly rollup of GRAL'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 GRAL archive.
- What data does each monthly GRAL aggregate contain?
- Every monthly row summarizes that month of GRAL 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 87.0%, an average IV rank of 12.5%, a month-end max-pain strike around $70.00, an average put/call ratio of 0.75.
- How is the GRAL options-history archive built and how often does it update?
- The archive is derived from GRAL'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 GRAL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.