Constellium SE (CSTM) Options History
Historical options analytics archive for CSTM with monthly max pain, implied volatility, gamma exposure, and put/call data.
157 months of complete options data available.
CSTM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CSTM. 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 | 55.6% | 44.0% | $33.00 | $332.0K | -$34.2M | 0.94 |
| 2026-05 | 20 | 54.5% | 42.8% | $32.00 | $351.6K | -$43.6M | 0.52 |
| 2026-04 | 21 | 63.1% | 53.6% | $30.00 | -$499.8K | -$31.1M | 1.92 |
| 2026-03 | 22 | 62.4% | 30.6% | $24.00 | -$4.9K | -$16.1M | 0.51 |
| 2026-02 | 19 | 65.3% | 33.7% | $25.00 | -$329.9K | -$7.5M | 3.93 |
| 2026-01 | 20 | 56.7% | 24.3% | $21.00 | -$161.7K | -$5.1M | 1.09 |
This archive aggregates CSTM's daily end-of-day options snapshots into monthly summaries, spanning 2013-06 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 CSTM 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 55.6%, a month-end max-pain strike around $33.00, an average put/call ratio of 0.94.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CSTM history questions
- How much options history is available for CSTM?
- This archive holds 157 months of CSTM options analytics, spanning 2013-06 through 2026-06. Each entry is a monthly rollup of CSTM'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 CSTM archive.
- What data does each monthly CSTM aggregate contain?
- Every monthly row summarizes that month of CSTM 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 55.6%, an average IV rank of 44.0%, a month-end max-pain strike around $33.00, an average put/call ratio of 0.94.
- How is the CSTM options-history archive built and how often does it update?
- The archive is derived from CSTM'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 CSTM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.