State Street SPDR Portfolio Long Term Treasury ETF (SPTL) Options History
Historical options analytics archive for SPTL with monthly max pain, implied volatility, gamma exposure, and put/call data.
65 months of complete options data available.
SPTL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SPTL. 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 | 18 | 114.1% | 22.8% | $21.00 | $55.9K | -$1.0M | 0.32 |
| 2026-05 | 20 | 71.7% | 14.3% | $26.00 | $15.7K | -$777.1K | 2.26 |
| 2026-04 | 20 | 163.1% | 37.3% | $26.00 | -$141.1K | -$492.2K | 0.68 |
| 2026-03 | 22 | 73.4% | 42.6% | $27.00 | -$15.9K | -$681.6K | 0.84 |
| 2026-02 | 19 | 9.9% | 27.4% | $27.00 | $30.4K | -$639.2K | 0.48 |
| 2026-01 | 20 | 7.9% | 18.0% | $25.00 | $107.4K | -$3.0M | 2.22 |
This archive aggregates SPTL'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 SPTL 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 114.1%, a month-end max-pain strike around $21.00, an average put/call ratio of 0.32.
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SPTL history questions
- How much options history is available for SPTL?
- This archive holds 65 months of SPTL options analytics, spanning 2021-02 through 2026-06. Each entry is a monthly rollup of SPTL'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 SPTL archive.
- What data does each monthly SPTL aggregate contain?
- Every monthly row summarizes that month of SPTL 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 114.1%, an average IV rank of 22.8%, a month-end max-pain strike around $21.00, an average put/call ratio of 0.32.
- How is the SPTL options-history archive built and how often does it update?
- The archive is derived from SPTL'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 SPTL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.