Tecogen Inc. (TGEN) Options History
Historical options analytics archive for TGEN with monthly max pain, implied volatility, gamma exposure, and put/call data.
19 months of complete options data available.
TGEN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TGEN. 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 | 19 | 152.9% | 31.9% | $5.00 | $56.7K | -$3.8M | 0.55 |
| 2026-05 | 18 | 178.6% | 38.1% | $5.00 | $78.1K | -$8.5M | 0.64 |
| 2026-04 | 19 | 134.4% | 24.2% | $2.50 | $45.0K | -$3.8M | 0.13 |
| 2026-03 | 18 | 190.4% | 32.2% | $5.00 | $8.8K | -$361.4K | 1.08 |
| 2026-02 | 19 | 184.5% | 31.0% | $5.00 | $18.3K | -$1.3M | 0.68 |
| 2026-01 | 20 | 134.7% | 17.2% | $5.00 | $22.3K | -$1.6M | 0.20 |
This archive aggregates TGEN's daily end-of-day options snapshots into monthly summaries, spanning 2007-06 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 TGEN 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 152.9%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.55.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jul | Aug | Sep | Oct | Nov | Dec
2007
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TGEN history questions
- How much options history is available for TGEN?
- This archive holds 19 months of TGEN options analytics, spanning 2007-06 through 2026-06. Each entry is a monthly rollup of TGEN'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 TGEN archive.
- What data does each monthly TGEN aggregate contain?
- Every monthly row summarizes that month of TGEN 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 152.9%, an average IV rank of 31.9%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.55.
- How is the TGEN options-history archive built and how often does it update?
- The archive is derived from TGEN'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 TGEN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.