Saia, Inc. (SAIA) Options History
Historical options analytics archive for SAIA with monthly max pain, implied volatility, gamma exposure, and put/call data.
219 months of complete options data available.
SAIA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SAIA. 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 | 50.4% | 21.7% | $440.00 | -$168.6K | -$6.2M | 2.41 |
| 2026-05 | 20 | 52.6% | 26.3% | $400.00 | $512.2K | -$30.1M | 2.54 |
| 2026-04 | 21 | 64.4% | 47.5% | $400.00 | $464.9K | -$33.3M | 3.25 |
| 2026-03 | 22 | 58.8% | 26.5% | $350.00 | -$284.3K | $309.4K | 4.34 |
| 2026-02 | 19 | 57.6% | 24.9% | $390.00 | -$40.7K | -$12.2M | 1.66 |
| 2026-01 | 20 | 57.9% | 25.3% | $350.00 | -$9.0K | -$2.8M | 5.62 |
This archive aggregates SAIA's daily end-of-day options snapshots into monthly summaries, spanning 2007-05 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 SAIA 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 50.4%, a month-end max-pain strike around $440.00, an average put/call ratio of 2.41.
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
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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 SAIA history questions
- How much options history is available for SAIA?
- This archive holds 219 months of SAIA options analytics, spanning 2007-05 through 2026-06. Each entry is a monthly rollup of SAIA'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 SAIA archive.
- What data does each monthly SAIA aggregate contain?
- Every monthly row summarizes that month of SAIA 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 50.4%, an average IV rank of 21.7%, a month-end max-pain strike around $440.00, an average put/call ratio of 2.41.
- How is the SAIA options-history archive built and how often does it update?
- The archive is derived from SAIA'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 SAIA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.