Prelude Therapeutics Incorporated (PRLD) Options History
Historical options analytics archive for PRLD with monthly max pain, implied volatility, gamma exposure, and put/call data.
56 months of complete options data available.
PRLD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PRLD. 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 | 20 | 108.0% | 20.4% | $5.00 | $9.3K | -$832.4K | 1.67 |
| 2026-05 | 13 | 157.6% | 32.1% | $5.00 | $750 | -$165.6K | 0.28 |
| 2026-04 | 18 | 159.0% | 32.4% | $5.00 | -$3.1K | -$114.1K | 0.51 |
| 2026-03 | 18 | 185.2% | 32.4% | $2.50 | $396 | -$82.5K | 5.15 |
| 2026-02 | 19 | 232.7% | 41.8% | $2.50 | $2.1K | -$160.9K | 47.68 |
| 2026-01 | 20 | 187.9% | 29.3% | $2.50 | $990 | -$73.0K | 2.14 |
This archive aggregates PRLD's daily end-of-day options snapshots into monthly summaries, spanning 2021-11 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 PRLD 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 108.0%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.67.
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
Frequently asked PRLD history questions
- How much options history is available for PRLD?
- This archive holds 56 months of PRLD options analytics, spanning 2021-11 through 2026-06. Each entry is a monthly rollup of PRLD'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 PRLD archive.
- What data does each monthly PRLD aggregate contain?
- Every monthly row summarizes that month of PRLD 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 108.0%, an average IV rank of 20.4%, a month-end max-pain strike around $5.00, an average put/call ratio of 1.67.
- How is the PRLD options-history archive built and how often does it update?
- The archive is derived from PRLD'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 PRLD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.