State Street Blackstone Senior Loan ETF (SRLN) Options History
Historical options analytics archive for SRLN with monthly max pain, implied volatility, gamma exposure, and put/call data.
67 months of complete options data available.
SRLN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SRLN. 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 | 20 | 18.2% | 4.4% | $40.00 | -$54.4K | -$461.5K | 0.00 |
| 2026-05 | 20 | 51.1% | 12.7% | $40.00 | $189.4K | -$1.6M | 0.08 |
| 2026-04 | 19 | 22.0% | 5.1% | $40.00 | -$21.1K | -$2.2M | 2.41 |
| 2026-03 | 22 | 44.8% | 18.5% | $40.00 | -$1.5M | $4.0M | 83.43 |
| 2026-02 | 19 | 10.5% | 15.7% | $40.00 | -$1.1M | $3.7M | 31.63 |
| 2026-01 | 20 | 9.7% | 14.8% | $41.00 | -$624.4K | $2.4M | 0.87 |
This archive aggregates SRLN's daily end-of-day options snapshots into monthly summaries, spanning 2020-12 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 SRLN 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 18.2%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.00.
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
Frequently asked SRLN history questions
- How much options history is available for SRLN?
- This archive holds 67 months of SRLN options analytics, spanning 2020-12 through 2026-06. Each entry is a monthly rollup of SRLN'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 SRLN archive.
- What data does each monthly SRLN aggregate contain?
- Every monthly row summarizes that month of SRLN 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 18.2%, an average IV rank of 4.4%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.00.
- How is the SRLN options-history archive built and how often does it update?
- The archive is derived from SRLN'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 SRLN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.