Kodiak AI, Inc. Common Stock (KDK) Options History
Historical options analytics archive for KDK with monthly max pain, implied volatility, gamma exposure, and put/call data.
9 months of complete options data available.
KDK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KDK. 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 | 16 | 160.4% | 33.8% | $7.00 | $205.4K | -$2.8M | 0.47 |
| 2026-05 | 17 | 73.6% | 15.7% | $8.00 | $449.2K | -$5.9M | 0.21 |
| 2026-04 | 15 | 133.6% | 18.2% | $12.50 | $579.7K | -$16.3M | 0.21 |
| 2026-03 | 19 | 117.1% | - | $9.00 | $233.6K | -$4.9M | 0.50 |
| 2026-02 | 19 | 65.2% | - | $7.50 | $543.4K | -$17.1M | 0.12 |
| 2026-01 | 20 | 67.7% | - | $10.00 | $814.8K | -$25.7M | 0.09 |
This archive aggregates KDK's daily end-of-day options snapshots into monthly summaries, spanning 2025-10 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 KDK 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 160.4%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.47.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked KDK history questions
- How much options history is available for KDK?
- This archive holds 9 months of KDK options analytics, spanning 2025-10 through 2026-06. Each entry is a monthly rollup of KDK'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 KDK archive.
- What data does each monthly KDK aggregate contain?
- Every monthly row summarizes that month of KDK 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 160.4%, an average IV rank of 33.8%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.47.
- How is the KDK options-history archive built and how often does it update?
- The archive is derived from KDK'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 KDK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.