Kymera Therapeutics, Inc. (KYMR) Options History
Historical options analytics archive for KYMR with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
KYMR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KYMR. 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 | 10 | 56.6% | 10.7% | $100.00 | $300.5K | -$27.0M | 5.09 |
| 2026-05 | 16 | 56.8% | 9.5% | $75.00 | -$20.5K | $321.4K | 2.06 |
| 2026-04 | 17 | 66.2% | 15.3% | $80.00 | -$9.2K | $523.9K | 1.69 |
| 2026-03 | 19 | 66.2% | 15.3% | $75.00 | $102.6K | -$3.3M | 6.24 |
| 2026-02 | 19 | 63.4% | 13.6% | $80.00 | $120.6K | -$5.7M | 1.93 |
| 2026-01 | 20 | 59.9% | 11.4% | $65.00 | $104.7K | -$3.5M | 1.39 |
This archive aggregates KYMR's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 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 KYMR 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 56.6%, a month-end max-pain strike around $100.00, an average put/call ratio of 5.09.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked KYMR history questions
- How much options history is available for KYMR?
- This archive holds 61 months of KYMR options analytics, spanning 2021-06 through 2026-06. Each entry is a monthly rollup of KYMR'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 KYMR archive.
- What data does each monthly KYMR aggregate contain?
- Every monthly row summarizes that month of KYMR 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 56.6%, an average IV rank of 10.7%, a month-end max-pain strike around $100.00, an average put/call ratio of 5.09.
- How is the KYMR options-history archive built and how often does it update?
- The archive is derived from KYMR'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 KYMR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.