MiMedx Group, Inc. (MDXG) Options History
Historical options analytics archive for MDXG with monthly max pain, implied volatility, gamma exposure, and put/call data.
124 months of complete options data available.
MDXG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MDXG. 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 | 93.5% | 19.7% | $2.50 | $325 | -$4.6K | 1.68 |
| 2026-05 | 20 | 63.3% | 11.6% | $5.00 | $229 | $283.3K | 7.67 |
| 2026-04 | 21 | 89.6% | 18.7% | $5.00 | $646 | $279.7K | 3.32 |
| 2026-03 | 22 | 64.6% | 11.7% | $5.00 | -$2.6K | $400.6K | 4.17 |
| 2026-02 | 19 | 125.7% | 30.0% | $7.50 | -$7.7K | $473.5K | 9.63 |
| 2026-01 | 20 | 107.3% | 32.4% | $5.00 | $3.8K | $162.1K | 5.99 |
This archive aggregates MDXG's daily end-of-day options snapshots into monthly summaries, spanning 2013-05 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 MDXG 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 93.5%, a month-end max-pain strike around $2.50, an average put/call ratio of 1.68.
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
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct
2020
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MDXG history questions
- How much options history is available for MDXG?
- This archive holds 124 months of MDXG options analytics, spanning 2013-05 through 2026-06. Each entry is a monthly rollup of MDXG'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 MDXG archive.
- What data does each monthly MDXG aggregate contain?
- Every monthly row summarizes that month of MDXG 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 93.5%, an average IV rank of 19.7%, a month-end max-pain strike around $2.50, an average put/call ratio of 1.68.
- How is the MDXG options-history archive built and how often does it update?
- The archive is derived from MDXG'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 MDXG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.