InspireMD, Inc. (NSPR) Options History
Historical options analytics archive for NSPR with monthly max pain, implied volatility, gamma exposure, and put/call data.
60 months of complete options data available.
NSPR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for NSPR. 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 | 21.8% | 1.0% | $2.50 | $0 | $0 | 0.00 |
| 2026-05 | 20 | 21.3% | 0.9% | - | $0 | $0 | 0.00 |
| 2026-04 | 21 | 21.2% | 0.9% | $2.50 | $76 | -$14.1K | 0.00 |
| 2026-03 | 22 | 62.4% | 8.6% | $5.00 | $3 | $150 | 0.00 |
| 2026-02 | 19 | 208.7% | 42.4% | $5.00 | $65 | -$323 | 0.00 |
| 2026-01 | 20 | 187.7% | 36.8% | $2.50 | $1 | $17.6K | 0.00 |
This archive aggregates NSPR's daily end-of-day options snapshots into monthly summaries, spanning 2021-07 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 NSPR 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 21.8%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.00.
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked NSPR history questions
- How much options history is available for NSPR?
- This archive holds 60 months of NSPR options analytics, spanning 2021-07 through 2026-06. Each entry is a monthly rollup of NSPR'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 NSPR archive.
- What data does each monthly NSPR aggregate contain?
- Every monthly row summarizes that month of NSPR 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 21.8%, an average IV rank of 1.0%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.00.
- How is the NSPR options-history archive built and how often does it update?
- The archive is derived from NSPR'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 NSPR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.