State Street SPDR Portfolio S&P 1500 Composite Stock Market ETF (SPTM) Options History
Historical options analytics archive for SPTM with monthly max pain, implied volatility, gamma exposure, and put/call data.
95 months of complete options data available.
SPTM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SPTM. 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 | 15.2% | 32.6% | $85.00 | $215.5K | -$2.5M | 0.48 |
| 2026-05 | 20 | 14.1% | 26.8% | $90.00 | $105.8K | -$5.2M | 0.12 |
| 2026-04 | 21 | 16.9% | 27.6% | $81.00 | $69.8K | -$3.5M | 0.21 |
| 2026-03 | 22 | 21.2% | 22.8% | $77.00 | $350.1K | -$2.6M | 0.63 |
| 2026-02 | 19 | 13.9% | 9.2% | $75.00 | $86.0K | -$3.2M | 0.41 |
| 2026-01 | 20 | 12.7% | 7.0% | $82.00 | $126.7K | -$3.4M | 0.26 |
This archive aggregates SPTM's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 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 SPTM 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 15.2%, a month-end max-pain strike around $85.00, an average put/call ratio of 0.48.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked SPTM history questions
- How much options history is available for SPTM?
- This archive holds 95 months of SPTM options analytics, spanning 2018-08 through 2026-06. Each entry is a monthly rollup of SPTM'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 SPTM archive.
- What data does each monthly SPTM aggregate contain?
- Every monthly row summarizes that month of SPTM 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 15.2%, an average IV rank of 32.6%, a month-end max-pain strike around $85.00, an average put/call ratio of 0.48.
- How is the SPTM options-history archive built and how often does it update?
- The archive is derived from SPTM'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 SPTM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.