Titan Mining Corporation (TII) Options History
Historical options analytics archive for TII with monthly max pain, implied volatility, gamma exposure, and put/call data.
31 months of complete options data available.
TII monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TII. 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 | 118.5% | 36.1% | $2.50 | $4.8K | -$400.8K | 0.16 |
| 2026-05 | 20 | 142.7% | 44.3% | $2.50 | $824 | -$27.0K | 2.67 |
| 2026-04 | 19 | 151.6% | 49.6% | $2.50 | $416 | -$11.5K | 0.82 |
| 2026-03 | 8 | 162.3% | 67.4% | $2.50 | $673 | -$57.3K | 0.00 |
This archive aggregates TII's daily end-of-day options snapshots into monthly summaries, spanning 2008-06 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 TII 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 118.5%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.16.
2026
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TII history questions
- How much options history is available for TII?
- This archive holds 31 months of TII options analytics, spanning 2008-06 through 2026-06. Each entry is a monthly rollup of TII'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 TII archive.
- What data does each monthly TII aggregate contain?
- Every monthly row summarizes that month of TII 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 118.5%, an average IV rank of 36.1%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.16.
- How is the TII options-history archive built and how often does it update?
- The archive is derived from TII'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 TII's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.