Tarsus Pharmaceuticals, Inc. (TARS) Options History
Historical options analytics archive for TARS with monthly max pain, implied volatility, gamma exposure, and put/call data.
57 months of complete options data available.
TARS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TARS. 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 | 60.4% | 11.2% | $65.00 | $710.1K | -$43.3M | 0.56 |
| 2026-08 | 21 | 52.1% | 7.9% | $60.00 | $506.2K | -$32.4M | 1.87 |
| 2026-07 | 18 | 73.3% | 16.4% | $60.00 | -$646.0K | $14.0M | 14.83 |
| 2026-06 | 17 | 63.4% | 12.4% | $70.00 | -$400.3K | $13.0M | 7.02 |
| 2026-05 | 18 | 84.9% | 26.5% | $70.00 | -$621.3K | $17.4M | 20.40 |
| 2026-04 | 17 | 80.6% | 27.2% | $65.00 | -$607.4K | $17.2M | 52.21 |
This archive aggregates TARS's daily end-of-day options snapshots into monthly summaries, spanning 2022-01 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 TARS 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 60.4%, a month-end max-pain strike around $65.00, an average put/call ratio of 0.56.
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
Frequently asked TARS history questions
- How much options history is available for TARS?
- This archive holds 57 months of TARS options analytics, spanning 2022-01 through 2026-09. Each entry is a monthly rollup of TARS'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 TARS archive.
- What data does each monthly TARS aggregate contain?
- Every monthly row summarizes that month of TARS 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 60.4%, an average IV rank of 11.2%, a month-end max-pain strike around $65.00, an average put/call ratio of 0.56.
- How is the TARS options-history archive built and how often does it update?
- The archive is derived from TARS'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 TARS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.