Silver Futures (September 2026) (/SIU6) Options History
Historical options analytics archive for /SIU6 with monthly max pain, implied volatility, gamma exposure, and put/call data.
3 months of complete options data available.
/SIU6 monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for /SIU6. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 42.0% | - | $64.00 | -$4.2M | $727.7M | 0.60 |
| 2026-06 | 21 | 44.2% | - | $67.00 | -$19.1M | $1.64B | 0.65 |
| 2026-05 | 14 | 50.5% | - | $78.00 | $14.2M | -$473.8M | 0.52 |
This archive aggregates /SIU6's daily end-of-day options snapshots into monthly summaries, spanning 2026-05 through 2026-07. 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 /SIU6 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 (2026-07) shows an average ATM implied volatility near 42.0%, a month-end max-pain strike around $64.00, an average put/call ratio of 0.60.
2026
Frequently asked SIU6 history questions
- How much options history is available for SIU6?
- This archive holds 3 months of SIU6 options analytics, spanning 2026-05 through 2026-07. Each entry is a monthly rollup of SIU6'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 SIU6 archive.
- What data does each monthly SIU6 aggregate contain?
- Every monthly row summarizes that month of SIU6 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, 2026-07 recorded an average ATM implied volatility near 42.0%, a month-end max-pain strike around $64.00, an average put/call ratio of 0.60.
- How is the SIU6 options-history archive built and how often does it update?
- The archive is derived from SIU6'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 SIU6's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.