Viridian Therapeutics, Inc. (VRDN) Options History
Historical options analytics archive for VRDN with monthly max pain, implied volatility, gamma exposure, and put/call data.
57 months of complete options data available.
VRDN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VRDN. 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 | 83.4% | 13.4% | $16.00 | $355.9K | -$9.6M | 0.11 |
| 2026-05 | 20 | 84.4% | 13.2% | $15.00 | $124.0K | -$5.3M | 0.69 |
| 2026-04 | 21 | 86.9% | 15.4% | $15.00 | -$302.0K | $7.0M | 5.21 |
| 2026-03 | 20 | 191.2% | 45.7% | $21.00 | -$89.3K | $1.0M | 3.50 |
| 2026-02 | 19 | 123.3% | 25.7% | $30.00 | $11.0K | -$2.6M | 14.30 |
| 2026-01 | 20 | 89.5% | 17.1% | $30.00 | $19.1K | -$3.0M | 1.83 |
This archive aggregates VRDN's daily end-of-day options snapshots into monthly summaries, spanning 2021-10 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 VRDN 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 83.4%, a month-end max-pain strike around $16.00, an average put/call ratio of 0.11.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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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
Frequently asked VRDN history questions
- How much options history is available for VRDN?
- This archive holds 57 months of VRDN options analytics, spanning 2021-10 through 2026-06. Each entry is a monthly rollup of VRDN'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 VRDN archive.
- What data does each monthly VRDN aggregate contain?
- Every monthly row summarizes that month of VRDN 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 83.4%, an average IV rank of 13.4%, a month-end max-pain strike around $16.00, an average put/call ratio of 0.11.
- How is the VRDN options-history archive built and how often does it update?
- The archive is derived from VRDN'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 VRDN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.