Kamada Ltd. (KMDA) Options History
Historical options analytics archive for KMDA with monthly max pain, implied volatility, gamma exposure, and put/call data.
70 months of complete options data available.
KMDA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KMDA. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 16 | 155.8% | 31.2% | $7.50 | $247 | -$38.4K | 0.01 |
| 2026-06 | 18 | 193.4% | 39.6% | $5.00 | $345 | -$50.2K | 0.00 |
| 2026-05 | 16 | 166.1% | 45.5% | $7.50 | $389 | -$48.9K | 0.00 |
| 2026-04 | 18 | 155.0% | 41.5% | $7.50 | $607 | -$57.9K | 0.42 |
| 2026-03 | 21 | 205.1% | 57.6% | $7.50 | $540 | -$80.4K | 0.00 |
| 2026-02 | 19 | 164.6% | 44.5% | $7.50 | $527 | -$55.2K | 14.31 |
This archive aggregates KMDA's daily end-of-day options snapshots into monthly summaries, spanning 2020-10 through 2026-07. 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 KMDA 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 (2026-07) shows an average ATM implied volatility near 155.8%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.01.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked KMDA history questions
- How much options history is available for KMDA?
- This archive holds 70 months of KMDA options analytics, spanning 2020-10 through 2026-07. Each entry is a monthly rollup of KMDA'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 KMDA archive.
- What data does each monthly KMDA aggregate contain?
- Every monthly row summarizes that month of KMDA 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, 2026-07 recorded an average ATM implied volatility near 155.8%, an average IV rank of 31.2%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.01.
- How is the KMDA options-history archive built and how often does it update?
- The archive is derived from KMDA'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 KMDA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.