Upstream Bio, Inc. (UPB) Options History
Historical options analytics archive for UPB with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
UPB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for UPB. 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 | 200.5% | 43.3% | $7.50 | $1.1K | $7.2K | 2.42 |
| 2026-05 | 20 | 107.9% | 23.8% | $10.00 | $2.9K | -$110.8K | 1.31 |
| 2026-04 | 21 | 163.4% | 33.8% | $10.00 | -$22 | -$62.2K | 1.77 |
| 2026-03 | 22 | 112.1% | 14.7% | $10.00 | $15.0K | -$322.2K | 1.23 |
| 2026-02 | 19 | 167.0% | 30.7% | $12.50 | $20.3K | $638.4K | 0.54 |
| 2026-01 | 20 | 215.8% | 29.0% | $30.00 | $168.4K | -$13.8M | 6.56 |
This archive aggregates UPB'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 UPB 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 200.5%, a month-end max-pain strike around $7.50, an average put/call ratio of 2.42.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked UPB history questions
- How much options history is available for UPB?
- This archive holds 12 months of UPB options analytics, spanning 2025-07 through 2026-06. Each entry is a monthly rollup of UPB'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 UPB archive.
- What data does each monthly UPB aggregate contain?
- Every monthly row summarizes that month of UPB 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 200.5%, an average IV rank of 43.3%, a month-end max-pain strike around $7.50, an average put/call ratio of 2.42.
- How is the UPB options-history archive built and how often does it update?
- The archive is derived from UPB'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 UPB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.