Pharvaris N.V. (PHVS) Options History
Historical options analytics archive for PHVS with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
PHVS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PHVS. 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 | 93.9% | 23.3% | $40.00 | -$228.2K | $5.5M | 2.46 |
| 2026-08 | 21 | 122.8% | 46.8% | $35.00 | -$112.6K | $4.1M | 4.61 |
| 2026-07 | 16 | 101.7% | 31.8% | $35.00 | -$508 | -$417.8K | 0.76 |
| 2026-06 | 17 | 97.0% | 32.3% | $30.00 | -$4.6K | -$338.1K | 1.03 |
| 2026-05 | 14 | 85.8% | - | $25.00 | -$30.7K | -$361.9K | 23.78 |
| 2026-04 | 19 | 96.1% | - | $30.00 | -$32.1K | $10.0K | 2.60 |
This archive aggregates PHVS's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 PHVS 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 93.9%, a month-end max-pain strike around $40.00, an average put/call ratio of 2.46.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked PHVS history questions
- How much options history is available for PHVS?
- This archive holds 11 months of PHVS options analytics, spanning 2025-11 through 2026-09. Each entry is a monthly rollup of PHVS'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 PHVS archive.
- What data does each monthly PHVS aggregate contain?
- Every monthly row summarizes that month of PHVS 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 93.9%, an average IV rank of 23.3%, a month-end max-pain strike around $40.00, an average put/call ratio of 2.46.
- How is the PHVS options-history archive built and how often does it update?
- The archive is derived from PHVS'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 PHVS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.