Oramed Pharmaceuticals Inc. (ORMP) Options History
Historical options analytics archive for ORMP with monthly max pain, implied volatility, gamma exposure, and put/call data.
151 months of complete options data available.
ORMP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ORMP. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 19 | 154.7% | 39.8% | $2.50 | $4.4K | -$187.7K | 0.05 |
| 2026-06 | 18 | 121.1% | 29.9% | $2.50 | $6.1K | -$258.0K | 1.00 |
| 2026-05 | 20 | 87.6% | 20.0% | $5.00 | $3.7K | -$190.3K | 0.07 |
| 2026-04 | 21 | 106.2% | 25.2% | $2.50 | $876 | -$59.7K | 3.09 |
| 2026-03 | 22 | 211.8% | 60.1% | $2.50 | $4.4K | -$274.7K | 0.29 |
| 2026-02 | 19 | 66.6% | 14.0% | $2.50 | $5.3K | -$143.4K | 27.17 |
This archive aggregates ORMP's daily end-of-day options snapshots into monthly summaries, spanning 2014-01 through 2026-07. 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 ORMP 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 (2026-07) shows an average ATM implied volatility near 154.7%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.05.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
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2022
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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
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2014
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Frequently asked ORMP history questions
- How much options history is available for ORMP?
- This archive holds 151 months of ORMP options analytics, spanning 2014-01 through 2026-07. Each entry is a monthly rollup of ORMP'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 ORMP archive.
- What data does each monthly ORMP aggregate contain?
- Every monthly row summarizes that month of ORMP 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, 2026-07 recorded an average ATM implied volatility near 154.7%, an average IV rank of 39.8%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.05.
- How is the ORMP options-history archive built and how often does it update?
- The archive is derived from ORMP'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 ORMP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.