Merlin, Inc. (MRLN) Options History
Historical options analytics archive for MRLN with monthly max pain, implied volatility, gamma exposure, and put/call data.
77 months of complete options data available.
MRLN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MRLN. 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 | 109.6% | 33.7% | $7.50 | $88.5K | -$4.8M | 0.18 |
| 2026-05 | 20 | 104.3% | 32.0% | $7.50 | $258.8K | -$12.3M | 0.22 |
| 2026-04 | 17 | 153.0% | 48.0% | $12.50 | $30.6K | -$2.0M | 0.70 |
This archive aggregates MRLN's daily end-of-day options snapshots into monthly summaries, spanning 2015-12 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 MRLN 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 109.6%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.18.
2026
2022
2021
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2020
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2019
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2018
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2017
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2016
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2015
Frequently asked MRLN history questions
- How much options history is available for MRLN?
- This archive holds 77 months of MRLN options analytics, spanning 2015-12 through 2026-06. Each entry is a monthly rollup of MRLN'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 MRLN archive.
- What data does each monthly MRLN aggregate contain?
- Every monthly row summarizes that month of MRLN 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 109.6%, an average IV rank of 33.7%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.18.
- How is the MRLN options-history archive built and how often does it update?
- The archive is derived from MRLN'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 MRLN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.