Tandem Diabetes Care, Inc. (TNDM) Options History
Historical options analytics archive for TNDM with monthly max pain, implied volatility, gamma exposure, and put/call data.
181 months of complete options data available.
TNDM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TNDM. 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 | 21 | 77.8% | 23.4% | $16.00 | $46.5K | -$4.2M | 1.13 |
| 2026-05 | 15 | 90.5% | 35.6% | $16.00 | $27.4K | -$6.2M | 3.29 |
| 2026-04 | 20 | 88.5% | 40.4% | $22.00 | $34.6K | -$560.3K | 2.88 |
| 2026-03 | 20 | 65.8% | 22.2% | $25.00 | $13.3K | $517.2K | 1.22 |
| 2026-02 | 19 | 91.5% | 45.0% | $26.00 | $75.9K | -$4.3M | 0.48 |
| 2026-01 | 20 | 85.2% | 39.4% | $18.00 | $52.4K | -$2.7M | 0.72 |
This archive aggregates TNDM's daily end-of-day options snapshots into monthly summaries, spanning 2009-04 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 TNDM 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 77.8%, a month-end max-pain strike around $16.00, an average put/call ratio of 1.13.
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 | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TNDM history questions
- How much options history is available for TNDM?
- This archive holds 181 months of TNDM options analytics, spanning 2009-04 through 2026-06. Each entry is a monthly rollup of TNDM'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 TNDM archive.
- What data does each monthly TNDM aggregate contain?
- Every monthly row summarizes that month of TNDM 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 77.8%, an average IV rank of 23.4%, a month-end max-pain strike around $16.00, an average put/call ratio of 1.13.
- How is the TNDM options-history archive built and how often does it update?
- The archive is derived from TNDM'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 TNDM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.