Profound Medical Corp. (PROF) Options History
Historical options analytics archive for PROF with monthly max pain, implied volatility, gamma exposure, and put/call data.
70 months of complete options data available.
PROF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PROF. 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 | 112.9% | 26.9% | $7.50 | $154 | -$117.7K | 0.84 |
| 2026-06 | 20 | 143.0% | 28.3% | $7.50 | $3.0K | -$105.6K | 0.12 |
| 2026-05 | 12 | 164.0% | 40.3% | $7.50 | $3.6K | -$129.0K | 0.00 |
| 2026-04 | 18 | 120.1% | 27.9% | $5.00 | $1.5K | -$124.9K | 25.88 |
| 2026-03 | 19 | 149.8% | 42.7% | $5.00 | $15.0K | -$1.6M | 0.43 |
| 2026-02 | 19 | 162.5% | 52.9% | $7.50 | $2.4K | -$422.3K | 32.79 |
This archive aggregates PROF's daily end-of-day options snapshots into monthly summaries, spanning 2020-10 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 PROF 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 112.9%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.84.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked PROF history questions
- How much options history is available for PROF?
- This archive holds 70 months of PROF options analytics, spanning 2020-10 through 2026-07. Each entry is a monthly rollup of PROF'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 PROF archive.
- What data does each monthly PROF aggregate contain?
- Every monthly row summarizes that month of PROF 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 112.9%, an average IV rank of 26.9%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.84.
- How is the PROF options-history archive built and how often does it update?
- The archive is derived from PROF'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 PROF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.