Yorkville Acquisition Corp. (MCGA) Options History
Historical options analytics archive for MCGA with monthly max pain, implied volatility, gamma exposure, and put/call data.
9 months of complete options data available.
MCGA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MCGA. 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 | 21 | 75.7% | 20.9% | $7.50 | $159.2K | -$2.3M | 0.01 |
| 2026-05 | 20 | 35.7% | 10.2% | $7.50 | $119.5K | -$2.0M | 0.06 |
| 2026-04 | 21 | 24.3% | 10.7% | $10.00 | $172.8K | -$2.2M | 0.05 |
| 2026-03 | 22 | 32.3% | - | $5.00 | $45.6K | -$829.6K | 0.23 |
| 2026-02 | 19 | 35.2% | - | $10.00 | $7.0K | -$295.5K | 0.05 |
| 2026-01 | 20 | 22.4% | - | $10.00 | $12.9K | -$302.2K | 0.14 |
This archive aggregates MCGA's daily end-of-day options snapshots into monthly summaries, spanning 2025-10 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 MCGA 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 75.7%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.01.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked MCGA history questions
- How much options history is available for MCGA?
- This archive holds 9 months of MCGA options analytics, spanning 2025-10 through 2026-06. Each entry is a monthly rollup of MCGA'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 MCGA archive.
- What data does each monthly MCGA aggregate contain?
- Every monthly row summarizes that month of MCGA 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 75.7%, an average IV rank of 20.9%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.01.
- How is the MCGA options-history archive built and how often does it update?
- The archive is derived from MCGA'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 MCGA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.