SPAC and New Issue ETF (SPCK) Options History
Historical options analytics archive for SPCK with monthly max pain, implied volatility, gamma exposure, and put/call data.
57 months of complete options data available.
SPCK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SPCK. 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 | 44.7% | 29.2% | $18.00 | $7.9K | -$154.8K | 0.13 |
| 2026-05 | 20 | 52.3% | 35.3% | $23.00 | $9.1K | -$167.8K | 0.00 |
| 2026-04 | 11 | 60.7% | 45.6% | $22.00 | $4.6K | -$143.7K | 0.00 |
| 2026-03 | 22 | 56.0% | 39.9% | $22.00 | $4.4K | -$149.1K | 0.00 |
| 2026-02 | 19 | 42.3% | 31.9% | $25.00 | $6.5K | -$141.4K | 0.00 |
| 2026-01 | 20 | 46.3% | 36.6% | $23.00 | $264 | -$414 | 0.00 |
This archive aggregates SPCK's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 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 SPCK 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 44.7%, a month-end max-pain strike around $18.00, an average put/call ratio of 0.13.
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
2021
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SPCK history questions
- How much options history is available for SPCK?
- This archive holds 57 months of SPCK options analytics, spanning 2021-02 through 2026-06. Each entry is a monthly rollup of SPCK'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 SPCK archive.
- What data does each monthly SPCK aggregate contain?
- Every monthly row summarizes that month of SPCK 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 44.7%, an average IV rank of 29.2%, a month-end max-pain strike around $18.00, an average put/call ratio of 0.13.
- How is the SPCK options-history archive built and how often does it update?
- The archive is derived from SPCK'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 SPCK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.