InflaRx N.V. (IFRX) Options History
Historical options analytics archive for IFRX with monthly max pain, implied volatility, gamma exposure, and put/call data.
71 months of complete options data available.
IFRX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IFRX. 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 | 202.8% | 38.7% | $0.50 | $9.3K | -$786.8K | 0.24 |
| 2026-05 | 20 | 136.6% | 25.0% | $0.50 | $2.9K | -$618.9K | 15.52 |
| 2026-04 | 21 | 36.8% | 4.2% | $2.50 | $6.4K | -$688.7K | 0.00 |
| 2026-03 | 22 | 223.9% | 42.2% | $1.00 | $2.5K | -$35.2K | 1.42 |
| 2026-02 | 19 | 269.7% | 51.0% | $0.50 | $757 | -$85.6K | 0.00 |
| 2026-01 | 20 | 193.5% | 32.6% | $1.00 | $124 | -$46.6K | 47.97 |
This archive aggregates IFRX's daily end-of-day options snapshots into monthly summaries, spanning 2020-08 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 IFRX 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 202.8%, a month-end max-pain strike around $0.50, an average put/call ratio of 0.24.
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
Frequently asked IFRX history questions
- How much options history is available for IFRX?
- This archive holds 71 months of IFRX options analytics, spanning 2020-08 through 2026-06. Each entry is a monthly rollup of IFRX'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 IFRX archive.
- What data does each monthly IFRX aggregate contain?
- Every monthly row summarizes that month of IFRX 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 202.8%, an average IV rank of 38.7%, a month-end max-pain strike around $0.50, an average put/call ratio of 0.24.
- How is the IFRX options-history archive built and how often does it update?
- The archive is derived from IFRX'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 IFRX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.