Talphera, Inc. (TLPH) Options History
Historical options analytics archive for TLPH with monthly max pain, implied volatility, gamma exposure, and put/call data.
28 months of complete options data available.
TLPH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TLPH. 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 | 20 | 25.0% | 1.6% | $2.50 | $1.3K | -$253.6K | 0.97 |
| 2026-05 | 18 | 155.0% | 29.4% | - | $287 | -$223.3K | 0.37 |
| 2026-04 | 19 | 23.6% | 1.0% | $2.50 | $923 | -$171.9K | 0.29 |
| 2026-03 | 21 | 100.9% | 12.9% | $2.50 | $567 | -$148.5K | 1.39 |
| 2026-02 | 19 | 132.2% | 14.4% | $1.00 | -$7.6K | $246.6K | 3.26 |
| 2026-01 | 20 | 259.2% | 45.0% | $1.00 | -$7.8K | $243.0K | 5.70 |
This archive aggregates TLPH's daily end-of-day options snapshots into monthly summaries, spanning 2024-03 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 TLPH 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 25.0%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.97.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TLPH history questions
- How much options history is available for TLPH?
- This archive holds 28 months of TLPH options analytics, spanning 2024-03 through 2026-06. Each entry is a monthly rollup of TLPH'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 TLPH archive.
- What data does each monthly TLPH aggregate contain?
- Every monthly row summarizes that month of TLPH 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 25.0%, an average IV rank of 1.6%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.97.
- How is the TLPH options-history archive built and how often does it update?
- The archive is derived from TLPH'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 TLPH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.