HA Sustainable Infrastructure Capital, Inc. (HASI) Options History
Historical options analytics archive for HASI with monthly max pain, implied volatility, gamma exposure, and put/call data.
158 months of complete options data available.
HASI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for HASI. 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 | 73.4% | 16.1% | $40.00 | $160.5K | -$4.2M | 0.61 |
| 2026-05 | 20 | 38.8% | 8.5% | $40.00 | $255.4K | -$7.5M | 0.75 |
| 2026-04 | 21 | 56.4% | 17.6% | $35.00 | $362.8K | -$13.1M | 0.39 |
| 2026-03 | 22 | 79.2% | 33.4% | $35.00 | $235.5K | -$5.8M | 0.74 |
| 2026-02 | 19 | 42.9% | 27.8% | $35.00 | -$80.1K | -$4.8M | 1.16 |
| 2026-01 | 20 | 40.2% | 24.2% | $35.00 | $271.5K | -$6.4M | 0.36 |
This archive aggregates HASI's daily end-of-day options snapshots into monthly summaries, spanning 2013-05 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 HASI 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 73.4%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.61.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked HASI history questions
- How much options history is available for HASI?
- This archive holds 158 months of HASI options analytics, spanning 2013-05 through 2026-06. Each entry is a monthly rollup of HASI'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 HASI archive.
- What data does each monthly HASI aggregate contain?
- Every monthly row summarizes that month of HASI 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 73.4%, an average IV rank of 16.1%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.61.
- How is the HASI options-history archive built and how often does it update?
- The archive is derived from HASI'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 HASI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.