SentinelOne, Inc. (S) Options History
Historical options analytics archive for S with monthly max pain, implied volatility, gamma exposure, and put/call data.
220 months of complete options data available.
S monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for S. 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 | 59.5% | 49.4% | $17.00 | $5.4M | -$194.9M | 0.17 |
| 2026-06 | 21 | 53.5% | 36.9% | $15.00 | $3.5M | -$129.3M | 0.44 |
| 2026-05 | 20 | 72.4% | 81.4% | $18.00 | -$1.2M | -$93.4M | 0.20 |
| 2026-04 | 21 | 57.6% | 48.8% | $14.00 | $2.4M | -$77.6M | 0.24 |
| 2026-03 | 22 | 59.8% | 51.3% | $14.00 | $1.3M | -$36.9M | 0.29 |
| 2026-02 | 19 | 70.0% | 70.5% | $13.00 | $2.5M | -$70.5M | 0.14 |
This archive aggregates S's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 S 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 59.5%, a month-end max-pain strike around $17.00, an average put/call ratio of 0.17.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
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2021
Jul | Aug | Sep | Oct | Nov | Dec
2020
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
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked S history questions
- How much options history is available for S?
- This archive holds 220 months of S options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of S'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 S archive.
- What data does each monthly S aggregate contain?
- Every monthly row summarizes that month of S 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 59.5%, an average IV rank of 49.4%, a month-end max-pain strike around $17.00, an average put/call ratio of 0.17.
- How is the S options-history archive built and how often does it update?
- The archive is derived from S'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 S's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.