Veritone, Inc. (VERI) Options History
Historical options analytics archive for VERI with monthly max pain, implied volatility, gamma exposure, and put/call data.
95 months of complete options data available.
VERI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VERI. 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 | 99.3% | 16.6% | $1.50 | $9.0K | -$684.0K | 0.24 |
| 2026-05 | 20 | 125.0% | 21.1% | $1.50 | $18.8K | -$1.8M | 0.33 |
| 2026-04 | 21 | 137.2% | 21.2% | $2.50 | $15.4K | -$1.3M | 0.15 |
| 2026-03 | 22 | 160.5% | 35.6% | $2.00 | $17.9K | -$939.5K | 0.12 |
| 2026-02 | 19 | 126.1% | 24.6% | $3.00 | $15.4K | -$1.5M | 0.28 |
| 2026-01 | 20 | 101.9% | 14.5% | $3.50 | $36.8K | -$3.1M | 0.22 |
This archive aggregates VERI's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 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 VERI 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 99.3%, a month-end max-pain strike around $1.50, an average put/call ratio of 0.24.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Frequently asked VERI history questions
- How much options history is available for VERI?
- This archive holds 95 months of VERI options analytics, spanning 2018-08 through 2026-06. Each entry is a monthly rollup of VERI'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 VERI archive.
- What data does each monthly VERI aggregate contain?
- Every monthly row summarizes that month of VERI 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 99.3%, an average IV rank of 16.6%, a month-end max-pain strike around $1.50, an average put/call ratio of 0.24.
- How is the VERI options-history archive built and how often does it update?
- The archive is derived from VERI'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 VERI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.