Midera Food Processing, Inc. (MFP) Options History
Historical options analytics archive for MFP with monthly max pain, implied volatility, gamma exposure, and put/call data.
2 months of complete options data available.
MFP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MFP. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 67.8% | - | $35.00 | -$3.6K | $75.1K | 0.15 |
| 2026-08 | 15 | 66.0% | - | $50.00 | -$3.1K | $31.9K | 6.52 |
This archive aggregates MFP's daily end-of-day options snapshots into monthly summaries, spanning 2026-08 through 2026-09. 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 MFP 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 (2026-09) shows an average ATM implied volatility near 67.8%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.15.
2026
Frequently asked MFP history questions
- How much options history is available for MFP?
- This archive holds 2 months of MFP options analytics, spanning 2026-08 through 2026-09. Each entry is a monthly rollup of MFP'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 MFP archive.
- What data does each monthly MFP aggregate contain?
- Every monthly row summarizes that month of MFP 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, 2026-09 recorded an average ATM implied volatility near 67.8%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.15.
- How is the MFP options-history archive built and how often does it update?
- The archive is derived from MFP'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 MFP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.