Everspin Technologies, Inc. (MRAM) Options History
Historical options analytics archive for MRAM with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
MRAM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MRAM. 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 | 140.8% | 46.3% | $25.00 | $67.6K | -$14.2M | 0.35 |
| 2026-05 | 20 | 161.6% | 61.1% | $30.00 | $544.4K | -$49.9M | 0.32 |
| 2026-04 | 21 | 94.2% | 41.3% | $10.00 | $258.5K | -$20.1M | 0.08 |
| 2026-03 | 22 | 83.3% | 34.9% | $10.00 | $37.4K | -$1.4M | 0.50 |
| 2026-02 | 19 | 113.2% | 52.7% | $10.00 | $118.2K | -$5.5M | 0.49 |
| 2026-01 | 20 | 96.8% | 42.9% | $12.50 | $245.3K | -$13.4M | 0.02 |
This archive aggregates MRAM's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 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 MRAM 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 140.8%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.35.
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
Frequently asked MRAM history questions
- How much options history is available for MRAM?
- This archive holds 58 months of MRAM options analytics, spanning 2021-09 through 2026-06. Each entry is a monthly rollup of MRAM'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 MRAM archive.
- What data does each monthly MRAM aggregate contain?
- Every monthly row summarizes that month of MRAM 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 140.8%, an average IV rank of 46.3%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.35.
- How is the MRAM options-history archive built and how often does it update?
- The archive is derived from MRAM'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 MRAM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.