IREN Limited (IREN) Options History
Historical options analytics archive for IREN with monthly max pain, implied volatility, gamma exposure, and put/call data.
53 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 79.6% | 4.5% | $42.50 | $1.5M | -$898.7M | 0.52 |
| 2026-08 | 21 | 100.9% | 29.7% | $45.00 | -$1.2M | -$340.0M | 0.55 |
| 2026-07 | 22 | 126.3% | 74.4% | $45.00 | -$4.1M | -$423.6M | 1.00 |
| 2026-06 | 21 | 105.8% | 43.0% | $50.00 | -$14.2M | -$1.09B | 1.01 |
| 2026-05 | 20 | 107.0% | 46.4% | $49.00 | $22.4M | -$3.86B | 0.56 |
| 2026-04 | 21 | 106.0% | 44.9% | $44.00 | $9.6M | -$1.42B | 0.51 |
This archive aggregates IREN's daily end-of-day options snapshots into monthly summaries, spanning 2022-05 through 2026-09. 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 (2026-09) shows an average ATM implied volatility near 79.6%, a month-end max-pain strike around $42.50, an average put/call ratio of 0.52.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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 53 months of IREN options analytics, spanning 2022-05 through 2026-09. 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, 2026-09 recorded an average ATM implied volatility near 79.6%, an average IV rank of 4.5%, a month-end max-pain strike around $42.50, an average put/call ratio of 0.52.
- 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.