Tecnoglass Inc. (TGLS) Options History
Historical options analytics archive for TGLS with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
TGLS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TGLS. 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 | 51.9% | 9.5% | $45.00 | $12.9K | -$607.1K | 1.00 |
| 2026-05 | 19 | 73.7% | 17.9% | $40.00 | $15.3K | -$392.4K | 0.82 |
| 2026-04 | 18 | 83.5% | 26.5% | $45.00 | $9.8K | -$107.7K | 3.05 |
| 2026-03 | 19 | 52.9% | 39.5% | $40.00 | $64.6K | -$791.7K | 0.92 |
| 2026-02 | 19 | 58.5% | 47.3% | $50.00 | $91.7K | -$1.3M | 2.20 |
| 2026-01 | 20 | 43.8% | 27.0% | $45.00 | $234.9K | -$4.0M | 2.03 |
This archive aggregates TGLS's daily end-of-day options snapshots into monthly summaries, spanning 2021-07 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 TGLS 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 51.9%, a month-end max-pain strike around $45.00, an average put/call ratio of 1.00.
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 | Dec
2021
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TGLS history questions
- How much options history is available for TGLS?
- This archive holds 58 months of TGLS options analytics, spanning 2021-07 through 2026-06. Each entry is a monthly rollup of TGLS'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 TGLS archive.
- What data does each monthly TGLS aggregate contain?
- Every monthly row summarizes that month of TGLS 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 51.9%, an average IV rank of 9.5%, a month-end max-pain strike around $45.00, an average put/call ratio of 1.00.
- How is the TGLS options-history archive built and how often does it update?
- The archive is derived from TGLS'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 TGLS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.