State Street SPDR Bloomberg Short Term High Yield Bond ETF (SJNK) Options History
Historical options analytics archive for SJNK with monthly max pain, implied volatility, gamma exposure, and put/call data.
156 months of complete options data available.
SJNK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SJNK. 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 | 205.3% | 40.7% | $26.00 | -$186 | -$10.8K | 0.04 |
| 2026-05 | 20 | 387.0% | 78.5% | $26.00 | $34 | -$31.7K | 0.03 |
| 2026-04 | 21 | 399.5% | 87.1% | $26.00 | -$1.5K | $11.0K | 2.70 |
| 2026-03 | 22 | 139.2% | 52.6% | $25.00 | $9.4K | -$55.2K | 0.00 |
| 2026-02 | 19 | 16.1% | 20.5% | $25.00 | -$25.4K | $143.2K | 0.00 |
| 2026-01 | 20 | 22.3% | 32.2% | $26.00 | -$11.3K | $113.0K | 0.00 |
This archive aggregates SJNK's daily end-of-day options snapshots into monthly summaries, spanning 2013-07 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 SJNK 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 205.3%, a month-end max-pain strike around $26.00, an average put/call ratio of 0.04.
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
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SJNK history questions
- How much options history is available for SJNK?
- This archive holds 156 months of SJNK options analytics, spanning 2013-07 through 2026-06. Each entry is a monthly rollup of SJNK'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 SJNK archive.
- What data does each monthly SJNK aggregate contain?
- Every monthly row summarizes that month of SJNK 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 205.3%, an average IV rank of 40.7%, a month-end max-pain strike around $26.00, an average put/call ratio of 0.04.
- How is the SJNK options-history archive built and how often does it update?
- The archive is derived from SJNK'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 SJNK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.