Century Therapeutics, Inc. (IPSC) Options History
Historical options analytics archive for IPSC with monthly max pain, implied volatility, gamma exposure, and put/call data.
48 months of complete options data available.
IPSC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IPSC. 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 | 266.9% | 54.5% | $2.00 | $6.0K | -$300.7K | 0.28 |
| 2026-05 | 20 | 96.6% | 16.8% | $2.00 | $2.9K | -$171.6K | 1.80 |
| 2026-04 | 21 | 98.9% | 17.5% | $2.50 | $3.4K | -$201.2K | 0.28 |
| 2026-03 | 22 | 108.1% | 19.2% | $2.50 | $4.1K | -$251.5K | 0.27 |
| 2026-02 | 19 | 182.9% | 31.2% | $2.00 | $4.2K | -$236.5K | 0.01 |
| 2026-01 | 20 | 159.5% | 17.8% | $2.50 | $2.0K | -$167.1K | 0.24 |
This archive aggregates IPSC's daily end-of-day options snapshots into monthly summaries, spanning 2022-07 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 IPSC 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 266.9%, a month-end max-pain strike around $2.00, an average put/call ratio of 0.28.
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked IPSC history questions
- How much options history is available for IPSC?
- This archive holds 48 months of IPSC options analytics, spanning 2022-07 through 2026-06. Each entry is a monthly rollup of IPSC'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 IPSC archive.
- What data does each monthly IPSC aggregate contain?
- Every monthly row summarizes that month of IPSC 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 266.9%, an average IV rank of 54.5%, a month-end max-pain strike around $2.00, an average put/call ratio of 0.28.
- How is the IPSC options-history archive built and how often does it update?
- The archive is derived from IPSC'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 IPSC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.