Spyre Therapeutics, Inc. (SYRE) Options History
Historical options analytics archive for SYRE with monthly max pain, implied volatility, gamma exposure, and put/call data.
27 months of complete options data available.
SYRE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SYRE. 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 | 18 | 77.8% | 12.0% | $90.00 | -$174.4K | -$410.9K | 14.07 |
| 2026-05 | 18 | 74.9% | 10.4% | $60.00 | $67.0K | -$3.4M | 6.69 |
| 2026-04 | 19 | 96.0% | 17.8% | $50.00 | $371.8K | -$33.9M | 1.21 |
| 2026-03 | 20 | 115.4% | 24.8% | $35.00 | $98.4K | -$6.9M | 2.40 |
| 2026-02 | 19 | 84.3% | 13.5% | $25.00 | $33.9K | -$1.3M | 8.42 |
| 2026-01 | 20 | 84.9% | 13.4% | $30.00 | -$4.7K | -$221.2K | 9.97 |
This archive aggregates SYRE's daily end-of-day options snapshots into monthly summaries, spanning 2024-04 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 SYRE 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 77.8%, a month-end max-pain strike around $90.00, an average put/call ratio of 14.07.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SYRE history questions
- How much options history is available for SYRE?
- This archive holds 27 months of SYRE options analytics, spanning 2024-04 through 2026-06. Each entry is a monthly rollup of SYRE'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 SYRE archive.
- What data does each monthly SYRE aggregate contain?
- Every monthly row summarizes that month of SYRE 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 77.8%, an average IV rank of 12.0%, a month-end max-pain strike around $90.00, an average put/call ratio of 14.07.
- How is the SYRE options-history archive built and how often does it update?
- The archive is derived from SYRE'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 SYRE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.