Exagen Inc. (XGN) Options History
Historical options analytics archive for XGN with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
XGN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XGN. 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 | 140.7% | 26.1% | $2.50 | $1.5K | -$72.8K | 2.14 |
| 2026-05 | 20 | 107.0% | 18.8% | $2.50 | $2.1K | -$166.5K | 0.03 |
| 2026-04 | 21 | 58.8% | 7.9% | $7.50 | $361 | -$47.1K | 0.18 |
| 2026-03 | 22 | 199.2% | 36.4% | $5.00 | $551 | -$33.0K | 5.00 |
| 2026-02 | 19 | 244.9% | 47.4% | $7.50 | $592 | -$30.6K | 0.36 |
| 2026-01 | 20 | 276.5% | 53.3% | $7.50 | $730 | -$23.7K | 1.68 |
This archive aggregates XGN's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 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 XGN 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 140.7%, a month-end max-pain strike around $2.50, an average put/call ratio of 2.14.
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
Frequently asked XGN history questions
- How much options history is available for XGN?
- This archive holds 58 months of XGN options analytics, spanning 2021-09 through 2026-06. Each entry is a monthly rollup of XGN'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 XGN archive.
- What data does each monthly XGN aggregate contain?
- Every monthly row summarizes that month of XGN 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 140.7%, an average IV rank of 26.1%, a month-end max-pain strike around $2.50, an average put/call ratio of 2.14.
- How is the XGN options-history archive built and how often does it update?
- The archive is derived from XGN'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 XGN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.