Veracyte, Inc. (VCYT) Options History
Historical options analytics archive for VCYT with monthly max pain, implied volatility, gamma exposure, and put/call data.
131 months of complete options data available.
VCYT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VCYT. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 70.3% | 27.7% | $55.00 | $59.6K | -$2.4M | 0.37 |
| 2026-06 | 21 | 63.7% | 23.4% | $45.00 | $184.9K | -$9.5M | 0.45 |
| 2026-05 | 20 | 79.6% | 33.8% | $35.00 | $175.8K | -$6.8M | 0.72 |
| 2026-04 | 21 | 82.9% | 36.0% | $35.00 | $31.1K | -$854.3K | 0.58 |
| 2026-03 | 22 | 67.1% | 24.8% | $30.00 | $48.0K | -$889.3K | 0.97 |
| 2026-02 | 19 | 67.4% | 25.1% | $35.00 | $33.4K | -$988.5K | 4.39 |
This archive aggregates VCYT's daily end-of-day options snapshots into monthly summaries, spanning 2015-09 through 2026-07. 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 VCYT 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 (2026-07) shows an average ATM implied volatility near 70.3%, a month-end max-pain strike around $55.00, an average put/call ratio of 0.37.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
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2022
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2021
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2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
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2018
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2017
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2016
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2015
Frequently asked VCYT history questions
- How much options history is available for VCYT?
- This archive holds 131 months of VCYT options analytics, spanning 2015-09 through 2026-07. Each entry is a monthly rollup of VCYT'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 VCYT archive.
- What data does each monthly VCYT aggregate contain?
- Every monthly row summarizes that month of VCYT 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, 2026-07 recorded an average ATM implied volatility near 70.3%, an average IV rank of 27.7%, a month-end max-pain strike around $55.00, an average put/call ratio of 0.37.
- How is the VCYT options-history archive built and how often does it update?
- The archive is derived from VCYT'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 VCYT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.