York Space Systems, Inc. (YSS) Options History
Historical options analytics archive for YSS with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
YSS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for YSS. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 108.0% | 4.3% | $10.00 | -$2.9K | $925.5K | 0.95 |
| 2026-08 | 21 | 126.5% | 4.3% | $10.00 | -$47.3K | $4.7M | 1.00 |
| 2026-07 | 22 | 130.9% | - | $30.00 | -$91.2K | $15.3M | 5.78 |
| 2026-06 | 21 | 126.8% | - | $35.00 | -$203.9K | $16.6M | 1.95 |
| 2026-05 | 20 | 136.4% | - | $30.00 | $141.6K | -$11.5M | 0.82 |
| 2026-04 | 21 | 130.8% | - | $35.00 | $13.4K | -$6.6M | 0.54 |
This archive aggregates YSS's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 through 2026-09. 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 YSS 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 (2026-09) shows an average ATM implied volatility near 108.0%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.95.
2026
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked YSS history questions
- How much options history is available for YSS?
- This archive holds 8 months of YSS options analytics, spanning 2026-02 through 2026-09. Each entry is a monthly rollup of YSS'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 YSS archive.
- What data does each monthly YSS aggregate contain?
- Every monthly row summarizes that month of YSS 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, 2026-09 recorded an average ATM implied volatility near 108.0%, an average IV rank of 4.3%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.95.
- How is the YSS options-history archive built and how often does it update?
- The archive is derived from YSS'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 YSS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.