Prime Medicine, Inc. (PRME) Options History
Historical options analytics archive for PRME with monthly max pain, implied volatility, gamma exposure, and put/call data.
39 months of complete options data available.
PRME monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PRME. 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 | 96.0% | 24.3% | $4.00 | $29.0K | -$2.9M | 0.65 |
| 2026-05 | 13 | 101.7% | 21.8% | $4.00 | $18.9K | -$2.2M | 1.20 |
| 2026-04 | 18 | 111.7% | 24.4% | $4.00 | $26.4K | -$2.5M | 2.78 |
| 2026-03 | 18 | 102.6% | 15.4% | $4.00 | $16.5K | -$2.2M | 1.20 |
| 2026-02 | 19 | 110.8% | 17.8% | $3.00 | $83.8K | -$7.4M | 1.74 |
| 2026-01 | 20 | 99.6% | 15.0% | $4.00 | $77.5K | -$5.9M | 0.53 |
This archive aggregates PRME's daily end-of-day options snapshots into monthly summaries, spanning 2023-04 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 PRME 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 96.0%, a month-end max-pain strike around $4.00, an average put/call ratio of 0.65.
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PRME history questions
- How much options history is available for PRME?
- This archive holds 39 months of PRME options analytics, spanning 2023-04 through 2026-06. Each entry is a monthly rollup of PRME'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 PRME archive.
- What data does each monthly PRME aggregate contain?
- Every monthly row summarizes that month of PRME 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 96.0%, an average IV rank of 24.3%, a month-end max-pain strike around $4.00, an average put/call ratio of 0.65.
- How is the PRME options-history archive built and how often does it update?
- The archive is derived from PRME'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 PRME's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.