Invesco Alerian Galaxy Crypto Economy ETF (SATO) Options History
Historical options analytics archive for SATO with monthly max pain, implied volatility, gamma exposure, and put/call data.
55 months of complete options data available.
SATO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SATO. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 130.9% | 50.5% | - | $170 | -$8.9K | 0.00 |
| 2026-06 | 21 | 97.8% | 40.8% | $20.00 | $167 | -$1.6K | 0.00 |
| 2026-05 | 20 | 91.3% | 36.5% | $20.00 | $174 | -$10.5K | 0.00 |
| 2026-04 | 21 | 94.7% | 33.1% | - | $120 | -$7.7K | 0.00 |
| 2026-03 | 22 | 91.9% | 30.0% | $33.00 | $111 | $4.8K | 0.00 |
| 2026-02 | 19 | 109.4% | 35.3% | - | $71 | $7.3K | 0.00 |
This archive aggregates SATO's daily end-of-day options snapshots into monthly summaries, spanning 2022-01 through 2026-07. 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 SATO 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 (2026-07) shows an average ATM implied volatility near 130.9%, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Frequently asked SATO history questions
- How much options history is available for SATO?
- This archive holds 55 months of SATO options analytics, spanning 2022-01 through 2026-07. Each entry is a monthly rollup of SATO'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 SATO archive.
- What data does each monthly SATO aggregate contain?
- Every monthly row summarizes that month of SATO 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, 2026-07 recorded an average ATM implied volatility near 130.9%, an average IV rank of 50.5%, an average put/call ratio of 0.00.
- How is the SATO options-history archive built and how often does it update?
- The archive is derived from SATO'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 SATO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.