Xenon Pharmaceuticals Inc. (XENE) Options History
Historical options analytics archive for XENE with monthly max pain, implied volatility, gamma exposure, and put/call data.
95 months of complete options data available.
XENE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XENE. 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 | 46.4% | 6.9% | $55.00 | $642.7K | -$8.4M | 0.54 |
| 2026-05 | 20 | 54.9% | 11.5% | $55.00 | $115.6K | -$1.5M | 0.99 |
| 2026-04 | 21 | 48.6% | 8.6% | $55.00 | $442.8K | -$6.1M | 16.62 |
| 2026-03 | 22 | 86.4% | 28.1% | $55.00 | $1.5M | -$26.7M | 1.93 |
| 2026-02 | 19 | 137.0% | 75.8% | $42.50 | -$52.2K | $7.1M | 27.88 |
| 2026-01 | 20 | 76.1% | 34.7% | $42.50 | $26.0K | $2.1M | 1.09 |
This archive aggregates XENE'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 XENE 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 46.4%, a month-end max-pain strike around $55.00, an average put/call ratio of 0.54.
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 XENE history questions
- How much options history is available for XENE?
- This archive holds 95 months of XENE options analytics, spanning 2018-08 through 2026-06. Each entry is a monthly rollup of XENE'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 XENE archive.
- What data does each monthly XENE aggregate contain?
- Every monthly row summarizes that month of XENE 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 46.4%, an average IV rank of 6.9%, a month-end max-pain strike around $55.00, an average put/call ratio of 0.54.
- How is the XENE options-history archive built and how often does it update?
- The archive is derived from XENE'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 XENE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.