Telos Corporation (TLS) Options History
Historical options analytics archive for TLS with monthly max pain, implied volatility, gamma exposure, and put/call data.
66 months of complete options data available.
TLS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TLS. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 21 | 99.7% | 17.3% | $5.00 | $6.1K | -$262.3K | 0.03 |
| 2026-06 | 19 | 83.2% | 13.8% | $5.00 | $5.4K | -$324.0K | 0.49 |
| 2026-05 | 18 | 108.3% | 27.0% | $2.50 | $5.6K | -$379.4K | 0.11 |
| 2026-04 | 18 | 92.3% | 38.6% | $5.00 | $5.4K | -$174.9K | 1.28 |
| 2026-03 | 21 | 119.6% | 37.6% | $5.00 | $43.4K | -$967.7K | 2.51 |
| 2026-02 | 19 | 83.6% | 24.0% | $2.50 | $1.2K | -$159.0K | 4.11 |
This archive aggregates TLS's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 through 2026-07. 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 TLS 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 (2026-07) shows an average ATM implied volatility near 99.7%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.03.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
2021
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TLS history questions
- How much options history is available for TLS?
- This archive holds 66 months of TLS options analytics, spanning 2021-02 through 2026-07. Each entry is a monthly rollup of TLS'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 TLS archive.
- What data does each monthly TLS aggregate contain?
- Every monthly row summarizes that month of TLS 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, 2026-07 recorded an average ATM implied volatility near 99.7%, an average IV rank of 17.3%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.03.
- How is the TLS options-history archive built and how often does it update?
- The archive is derived from TLS'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 TLS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.