Kaltura, Inc. (KLTR) Options History
Historical options analytics archive for KLTR with monthly max pain, implied volatility, gamma exposure, and put/call data.
56 months of complete options data available.
KLTR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KLTR. 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 | 151.6% | 42.3% | $1.00 | $32.2K | -$2.4M | 0.10 |
| 2026-08 | 21 | 98.1% | 25.0% | $1.00 | $45.9K | -$3.6M | 0.39 |
| 2026-07 | 15 | 115.2% | 30.4% | $1.00 | $382 | -$35.9K | 0.00 |
| 2026-06 | 18 | 147.3% | 40.7% | $1.00 | $223 | -$30.0K | 0.82 |
| 2026-05 | 15 | 76.3% | 17.8% | $1.00 | $445 | -$59.4K | 6.22 |
| 2026-04 | 17 | 149.1% | 41.5% | $1.00 | $781 | -$50.9K | 258.22 |
This archive aggregates KLTR's daily end-of-day options snapshots into monthly summaries, spanning 2022-02 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 KLTR 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 151.6%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.10.
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked KLTR history questions
- How much options history is available for KLTR?
- This archive holds 56 months of KLTR options analytics, spanning 2022-02 through 2026-09. Each entry is a monthly rollup of KLTR'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 KLTR archive.
- What data does each monthly KLTR aggregate contain?
- Every monthly row summarizes that month of KLTR 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 151.6%, an average IV rank of 42.3%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.10.
- How is the KLTR options-history archive built and how often does it update?
- The archive is derived from KLTR'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 KLTR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.