Protalix BioTherapeutics, Inc. (PLX) Options History
Historical options analytics archive for PLX with monthly max pain, implied volatility, gamma exposure, and put/call data.
203 months of complete options data available.
PLX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PLX. 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 | 20 | 176.3% | 17.4% | $2.50 | $1.7K | $2.6K | 0.04 |
| 2026-06 | 15 | 94.0% | 17.5% | $2.50 | $3.9K | -$131.5K | 39.63 |
| 2026-05 | 18 | 299.3% | 58.1% | $2.50 | $2.8K | -$25.7K | 1.40 |
| 2026-04 | 17 | 148.8% | 30.3% | $2.50 | $5.1K | -$99.1K | 0.34 |
| 2026-03 | 19 | 103.3% | 35.6% | $2.50 | $4.9K | -$103.5K | 13.44 |
| 2026-02 | 19 | 75.2% | 25.3% | $2.50 | $10.8K | -$767.8K | 0.63 |
This archive aggregates PLX's daily end-of-day options snapshots into monthly summaries, spanning 2009-09 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 PLX 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 176.3%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.04.
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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2013
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2012
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2011
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2010
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2009
Frequently asked PLX history questions
- How much options history is available for PLX?
- This archive holds 203 months of PLX options analytics, spanning 2009-09 through 2026-07. Each entry is a monthly rollup of PLX'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 PLX archive.
- What data does each monthly PLX aggregate contain?
- Every monthly row summarizes that month of PLX 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 176.3%, an average IV rank of 17.4%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.04.
- How is the PLX options-history archive built and how often does it update?
- The archive is derived from PLX'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 PLX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.