Unusual Machines, Inc. (UMAC) Options History
Historical options analytics archive for UMAC with monthly max pain, implied volatility, gamma exposure, and put/call data.
19 months of complete options data available.
UMAC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for UMAC. 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 | 99.1% | 7.6% | $25.00 | $759.9K | -$51.7M | 0.52 |
| 2026-08 | 21 | 119.5% | 37.9% | $26.50 | $94.4K | -$28.5M | 0.61 |
| 2026-07 | 22 | 126.8% | 44.8% | $20.00 | $849.7K | -$50.3M | 0.75 |
| 2026-06 | 21 | 122.7% | 33.7% | $20.00 | $497.5K | -$57.0M | 0.56 |
| 2026-05 | 20 | 109.0% | 35.2% | $20.00 | $638.1K | -$170.8M | 0.42 |
| 2026-04 | 21 | 112.2% | 52.9% | $15.00 | $302.4K | -$21.5M | 0.50 |
This archive aggregates UMAC's daily end-of-day options snapshots into monthly summaries, spanning 2025-03 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 UMAC 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 99.1%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.52.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked UMAC history questions
- How much options history is available for UMAC?
- This archive holds 19 months of UMAC options analytics, spanning 2025-03 through 2026-09. Each entry is a monthly rollup of UMAC'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 UMAC archive.
- What data does each monthly UMAC aggregate contain?
- Every monthly row summarizes that month of UMAC 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 99.1%, an average IV rank of 7.6%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.52.
- How is the UMAC options-history archive built and how often does it update?
- The archive is derived from UMAC'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 UMAC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.