Kiniksa Pharmaceuticals International, plc (KNSA) Options History
Historical options analytics archive for KNSA with monthly max pain, implied volatility, gamma exposure, and put/call data.
71 months of complete options data available.
KNSA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KNSA. 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 | 19 | 45.9% | 22.2% | $50.00 | $124.9K | -$8.8M | 2.50 |
| 2026-05 | 17 | 48.8% | 12.9% | $35.00 | $82.6K | -$3.5M | 0.37 |
| 2026-04 | 17 | 63.4% | 20.9% | $55.00 | $49.8K | -$4.2M | 1.17 |
| 2026-03 | 20 | 57.3% | 14.1% | $35.00 | $1.5M | -$37.0M | 0.13 |
| 2026-02 | 19 | 57.8% | 14.4% | $45.00 | $1.2M | -$25.2M | 0.38 |
| 2026-01 | 20 | 73.4% | 18.6% | $40.00 | $754.1K | -$26.4M | 0.73 |
This archive aggregates KNSA's daily end-of-day options snapshots into monthly summaries, spanning 2020-08 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 KNSA 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 45.9%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.50.
2026
Jan | Feb | Mar | Apr | May | Jun
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 KNSA history questions
- How much options history is available for KNSA?
- This archive holds 71 months of KNSA options analytics, spanning 2020-08 through 2026-06. Each entry is a monthly rollup of KNSA'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 KNSA archive.
- What data does each monthly KNSA aggregate contain?
- Every monthly row summarizes that month of KNSA 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 45.9%, an average IV rank of 22.2%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.50.
- How is the KNSA options-history archive built and how often does it update?
- The archive is derived from KNSA'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 KNSA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.