Kura Oncology, Inc. (KURA) Options History
Historical options analytics archive for KURA with monthly max pain, implied volatility, gamma exposure, and put/call data.
105 months of complete options data available.
KURA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KURA. 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 | 14 | 84.1% | 11.2% | $9.00 | $140.2K | -$3.8M | 0.71 |
| 2026-05 | 17 | 90.0% | 11.6% | $8.00 | $122.7K | -$3.6M | 0.54 |
| 2026-04 | 17 | 128.2% | 21.1% | $9.00 | $27.0K | -$1.3M | 0.88 |
| 2026-03 | 21 | 179.0% | 43.7% | $7.50 | $39.3K | -$949.2K | 1.52 |
| 2026-02 | 19 | 141.3% | 41.2% | $8.00 | $60.1K | -$2.7M | 0.95 |
| 2026-01 | 20 | 78.6% | 17.5% | $9.00 | $38.1K | -$2.9M | 0.28 |
This archive aggregates KURA's daily end-of-day options snapshots into monthly summaries, spanning 2017-10 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 KURA 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 84.1%, a month-end max-pain strike around $9.00, an average put/call ratio of 0.71.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Frequently asked KURA history questions
- How much options history is available for KURA?
- This archive holds 105 months of KURA options analytics, spanning 2017-10 through 2026-06. Each entry is a monthly rollup of KURA'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 KURA archive.
- What data does each monthly KURA aggregate contain?
- Every monthly row summarizes that month of KURA 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 84.1%, an average IV rank of 11.2%, a month-end max-pain strike around $9.00, an average put/call ratio of 0.71.
- How is the KURA options-history archive built and how often does it update?
- The archive is derived from KURA'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 KURA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.