Insight Molecular Diagnostics Inc. (IMDX) Options History
Historical options analytics archive for IMDX with monthly max pain, implied volatility, gamma exposure, and put/call data.
7 months of complete options data available.
IMDX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IMDX. 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 | 20 | 216.5% | 57.7% | $5.00 | $283 | -$72.6K | 17.49 |
| 2026-05 | 20 | 177.0% | - | - | -$428 | -$84.4K | 3.96 |
| 2026-04 | 21 | 40.9% | - | $2.00 | $19 | $12.2K | 0.34 |
| 2026-03 | 21 | 139.5% | - | $4.00 | -$44 | $8.9K | 3.92 |
| 2026-02 | 19 | 360.0% | - | $6.00 | $963 | -$57.3K | 0.00 |
| 2026-01 | 20 | 352.7% | - | $6.00 | $782 | -$78.3K | 0.19 |
This archive aggregates IMDX's daily end-of-day options snapshots into monthly summaries, spanning 2025-12 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 IMDX 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 216.5%, a month-end max-pain strike around $5.00, an average put/call ratio of 17.49.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked IMDX history questions
- How much options history is available for IMDX?
- This archive holds 7 months of IMDX options analytics, spanning 2025-12 through 2026-06. Each entry is a monthly rollup of IMDX'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 IMDX archive.
- What data does each monthly IMDX aggregate contain?
- Every monthly row summarizes that month of IMDX 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 216.5%, an average IV rank of 57.7%, a month-end max-pain strike around $5.00, an average put/call ratio of 17.49.
- How is the IMDX options-history archive built and how often does it update?
- The archive is derived from IMDX'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 IMDX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.