Rekor Systems, Inc. (REKR) Options History
Historical options analytics archive for REKR with monthly max pain, implied volatility, gamma exposure, and put/call data.
69 months of complete options data available.
REKR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for REKR. 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 | 21 | 78.1% | 26.5% | $1.00 | $6.7K | -$474.8K | 0.37 |
| 2026-05 | 20 | 69.9% | 22.2% | $2.50 | $8.6K | -$702.5K | 0.21 |
| 2026-04 | 21 | 45.1% | 11.7% | $1.00 | $7.1K | -$402.5K | 0.29 |
| 2026-03 | 22 | 79.7% | 16.7% | $1.00 | $6.6K | -$415.1K | 0.39 |
| 2026-02 | 19 | 115.4% | 31.2% | $1.00 | $6.5K | -$480.3K | 0.23 |
| 2026-01 | 20 | 98.2% | 24.6% | $1.50 | $10.1K | -$738.6K | 0.32 |
This archive aggregates REKR's daily end-of-day options snapshots into monthly summaries, spanning 2020-10 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 REKR 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 78.1%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.37.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked REKR history questions
- How much options history is available for REKR?
- This archive holds 69 months of REKR options analytics, spanning 2020-10 through 2026-06. Each entry is a monthly rollup of REKR'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 REKR archive.
- What data does each monthly REKR aggregate contain?
- Every monthly row summarizes that month of REKR 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 78.1%, an average IV rank of 26.5%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.37.
- How is the REKR options-history archive built and how often does it update?
- The archive is derived from REKR'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 REKR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.