IREN Limited (IREN) Options History
Historical options analytics archive for IREN with monthly max pain, implied volatility, gamma exposure, and put/call data.
49 months of complete options data available.
IREN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IREN. 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 |
|---|---|---|---|---|---|---|---|
| 2026-05 | 20 | 107.0% | 55.9% | $49.00 | $22.4M | -$3.86B | 0.56 |
| 2026-04 | 21 | 106.0% | 54.8% | $44.00 | $9.6M | -$1.42B | 0.51 |
| 2026-03 | 22 | 100.0% | 48.1% | $40.00 | -$793.0K | -$232.6M | 0.64 |
| 2026-02 | 19 | 113.8% | 64.7% | $30.00 | $758.7K | -$1.16B | 0.66 |
| 2026-01 | 20 | 107.1% | 61.1% | $44.00 | $16.7M | -$2.85B | 0.56 |
| 2025-12 | 22 | 98.0% | 50.0% | $17.50 | $637.4K | -$1.68B | 0.56 |
This archive aggregates IREN's daily end-of-day options snapshots into monthly summaries, spanning 2022-05 through 2026-05. 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 IREN 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 (2026-05) shows an average ATM implied volatility near 107.0%, a month-end max-pain strike around $49.00, an average put/call ratio of 0.56.
2026
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked IREN history questions
- How much options history is available for IREN?
- This archive holds 49 months of IREN options analytics, spanning 2022-05 through 2026-05. Each entry is a monthly rollup of IREN'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 IREN archive.
- What data does each monthly IREN aggregate contain?
- Every monthly row summarizes that month of IREN 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, 2026-05 recorded an average ATM implied volatility near 107.0%, an average IV rank of 55.9%, a month-end max-pain strike around $49.00, an average put/call ratio of 0.56.
- How is the IREN options-history archive built and how often does it update?
- The archive is derived from IREN'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 IREN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.