Titan America S.A. (TTAM) Options History
Historical options analytics archive for TTAM with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
TTAM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TTAM. 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 | 59.5% | 23.6% | $15.00 | -$7.1K | $39.7K | 0.28 |
| 2026-05 | 20 | 78.7% | 29.7% | $15.00 | -$8.0K | $94.5K | 6.48 |
| 2026-04 | 21 | 81.2% | 31.7% | $17.50 | -$2.1K | -$36.7K | 0.08 |
| 2026-03 | 22 | 91.5% | 42.1% | $15.00 | $250 | $28.7K | 1.94 |
| 2026-02 | 19 | 65.5% | 21.0% | $15.00 | $3.8K | -$139.7K | 0.00 |
| 2026-01 | 20 | 68.8% | 20.2% | $15.00 | $3.3K | -$106.5K | 0.13 |
This archive aggregates TTAM's daily end-of-day options snapshots into monthly summaries, spanning 2025-07 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 TTAM 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 59.5%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.28.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TTAM history questions
- How much options history is available for TTAM?
- This archive holds 12 months of TTAM options analytics, spanning 2025-07 through 2026-06. Each entry is a monthly rollup of TTAM'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 TTAM archive.
- What data does each monthly TTAM aggregate contain?
- Every monthly row summarizes that month of TTAM 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 59.5%, an average IV rank of 23.6%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.28.
- How is the TTAM options-history archive built and how often does it update?
- The archive is derived from TTAM'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 TTAM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.