TMC the metals company inc. (TMC) Options History
Historical options analytics archive for TMC with monthly max pain, implied volatility, gamma exposure, and put/call data.
57 months of complete options data available.
TMC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TMC. 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 | 96.4% | 6.8% | $5.50 | $298.9K | -$34.5M | 0.23 |
| 2026-05 | 18 | 98.3% | 5.9% | $6.00 | $1.1M | -$81.2M | 0.22 |
| 2026-04 | 18 | 102.9% | 7.7% | $5.00 | $703.1K | -$50.2M | 0.24 |
| 2026-03 | 21 | 107.5% | 11.6% | $5.00 | $335.3K | -$31.3M | 0.29 |
| 2026-02 | 19 | 114.7% | 16.4% | $6.00 | $778.7K | -$62.2M | 0.22 |
| 2026-01 | 20 | 103.1% | 12.4% | $7.00 | $728.1K | -$66.1M | 0.24 |
This archive aggregates TMC's daily end-of-day options snapshots into monthly summaries, spanning 2021-10 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 TMC 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 96.4%, a month-end max-pain strike around $5.50, an average put/call ratio of 0.23.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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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
Frequently asked TMC history questions
- How much options history is available for TMC?
- This archive holds 57 months of TMC options analytics, spanning 2021-10 through 2026-06. Each entry is a monthly rollup of TMC'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 TMC archive.
- What data does each monthly TMC aggregate contain?
- Every monthly row summarizes that month of TMC 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 96.4%, an average IV rank of 6.8%, a month-end max-pain strike around $5.50, an average put/call ratio of 0.23.
- How is the TMC options-history archive built and how often does it update?
- The archive is derived from TMC'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 TMC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.