Tower Semiconductor Ltd. (TSEM) Options History
Historical options analytics archive for TSEM with monthly max pain, implied volatility, gamma exposure, and put/call data.
152 months of complete options data available.
TSEM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSEM. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 70.7% | 32.8% | $210.00 | $6.6M | -$257.6M | 1.78 |
| 2026-08 | 21 | 82.7% | 56.2% | $240.00 | -$3.4M | -$36.1M | 1.52 |
| 2026-07 | 22 | 109.5% | 96.2% | $240.00 | -$332.9K | -$198.2M | 1.18 |
| 2026-06 | 21 | 97.3% | 89.9% | $190.00 | $4.5M | -$623.3M | 1.14 |
| 2026-05 | 20 | 92.8% | 80.1% | $190.00 | -$4.0M | -$950.5M | 0.85 |
| 2026-04 | 21 | 91.9% | 75.7% | $200.00 | $6.9M | -$803.8M | 0.73 |
This archive aggregates TSEM's daily end-of-day options snapshots into monthly summaries, spanning 2014-02 through 2026-09. 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 TSEM 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 (2026-09) shows an average ATM implied volatility near 70.7%, a month-end max-pain strike around $210.00, an average put/call ratio of 1.78.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TSEM history questions
- How much options history is available for TSEM?
- This archive holds 152 months of TSEM options analytics, spanning 2014-02 through 2026-09. Each entry is a monthly rollup of TSEM'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 TSEM archive.
- What data does each monthly TSEM aggregate contain?
- Every monthly row summarizes that month of TSEM 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, 2026-09 recorded an average ATM implied volatility near 70.7%, an average IV rank of 32.8%, a month-end max-pain strike around $210.00, an average put/call ratio of 1.78.
- How is the TSEM options-history archive built and how often does it update?
- The archive is derived from TSEM'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 TSEM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.