PolyPid Ltd. (PYPD) Options History
Historical options analytics archive for PYPD with monthly max pain, implied volatility, gamma exposure, and put/call data.
38 months of complete options data available.
PYPD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PYPD. 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 | 229.4% | 46.2% | $5.00 | $1.7K | -$277.5K | 0.39 |
| 2026-05 | 19 | 195.0% | 39.3% | $5.00 | $43 | -$43.6K | 0.42 |
| 2026-04 | 21 | 233.8% | 47.1% | $5.00 | -$664 | -$43.8K | 2.72 |
| 2026-03 | 20 | 208.3% | 42.0% | $2.50 | $512 | -$67.5K | 1.17 |
| 2026-02 | 19 | 239.4% | 48.7% | $2.50 | $54 | -$19.8K | 5.12 |
| 2026-01 | 7 | 108.3% | 21.1% | $2.50 | $44 | -$14.8K | 0.00 |
This archive aggregates PYPD's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 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 PYPD 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 229.4%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.39.
2026
Jan | Feb | Mar | Apr | May | Jun
2024
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 PYPD history questions
- How much options history is available for PYPD?
- This archive holds 38 months of PYPD options analytics, spanning 2021-09 through 2026-06. Each entry is a monthly rollup of PYPD'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 PYPD archive.
- What data does each monthly PYPD aggregate contain?
- Every monthly row summarizes that month of PYPD 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 229.4%, an average IV rank of 46.2%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.39.
- How is the PYPD options-history archive built and how often does it update?
- The archive is derived from PYPD'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 PYPD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.