Omeros Corporation (OMER) Options History
Historical options analytics archive for OMER with monthly max pain, implied volatility, gamma exposure, and put/call data.
203 months of complete options data available.
OMER monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for OMER. 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 | 60.2% | 4.2% | $20.00 | $371.1K | -$35.9M | 0.43 |
| 2026-08 | 21 | 79.9% | 12.1% | $15.00 | $400.3K | -$36.4M | 0.18 |
| 2026-07 | 20 | 107.8% | 23.5% | $10.00 | $317.3K | -$30.3M | 0.36 |
| 2026-06 | 21 | 111.9% | 25.1% | $11.00 | $39.2K | -$4.9M | 1.08 |
| 2026-05 | 20 | 91.5% | 16.8% | $12.00 | -$41.1K | -$4.2M | 0.63 |
| 2026-04 | 21 | 84.9% | 14.2% | $11.00 | $336.1K | -$26.0M | 0.34 |
This archive aggregates OMER's daily end-of-day options snapshots into monthly summaries, spanning 2009-11 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 OMER 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 60.2%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.43.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
Frequently asked OMER history questions
- How much options history is available for OMER?
- This archive holds 203 months of OMER options analytics, spanning 2009-11 through 2026-09. Each entry is a monthly rollup of OMER'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 OMER archive.
- What data does each monthly OMER aggregate contain?
- Every monthly row summarizes that month of OMER 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 60.2%, an average IV rank of 4.2%, a month-end max-pain strike around $20.00, an average put/call ratio of 0.43.
- How is the OMER options-history archive built and how often does it update?
- The archive is derived from OMER'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 OMER's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.