Takeda Pharmaceutical Company Limited (TAK) Options History
Historical options analytics archive for TAK with monthly max pain, implied volatility, gamma exposure, and put/call data.
90 months of complete options data available.
TAK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TAK. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 54.9% | 10.1% | $17.50 | $167.4K | -$1.6M | 0.24 |
| 2026-08 | 21 | 154.2% | 30.3% | $17.50 | $111.6K | -$1.8M | 0.81 |
| 2026-07 | 20 | 38.0% | 6.5% | $15.00 | $79.7K | -$1.2M | 1.09 |
| 2026-06 | 19 | 149.5% | 29.1% | $15.00 | -$66.8K | -$271.3K | 1.78 |
| 2026-05 | 17 | 72.8% | 10.9% | $17.50 | -$236.1K | $1.1M | 7.31 |
| 2026-04 | 15 | 104.4% | 37.3% | $17.50 | $86.2K | -$1.3M | 5.25 |
This archive aggregates TAK's daily end-of-day options snapshots into monthly summaries, spanning 2019-04 through 2026-09. 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 TAK 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 (2026-09) shows an average ATM implied volatility near 54.9%, a month-end max-pain strike around $17.50, an average put/call ratio of 0.24.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TAK history questions
- How much options history is available for TAK?
- This archive holds 90 months of TAK options analytics, spanning 2019-04 through 2026-09. Each entry is a monthly rollup of TAK'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 TAK archive.
- What data does each monthly TAK aggregate contain?
- Every monthly row summarizes that month of TAK 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, 2026-09 recorded an average ATM implied volatility near 54.9%, an average IV rank of 10.1%, a month-end max-pain strike around $17.50, an average put/call ratio of 0.24.
- How is the TAK options-history archive built and how often does it update?
- The archive is derived from TAK'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 TAK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.