SailPoint, Inc. (SAIL) Options History
Historical options analytics archive for SAIL with monthly max pain, implied volatility, gamma exposure, and put/call data.
74 months of complete options data available.
SAIL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SAIL. 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 | 84.9% | 13.2% | $15.00 | $75.8K | -$2.6M | 0.95 |
| 2026-05 | 20 | 87.7% | 13.8% | $12.50 | $166.2K | -$9.6M | 0.35 |
| 2026-04 | 21 | 124.3% | 24.0% | $12.50 | -$21.4K | $1.1M | 2.30 |
| 2026-03 | 22 | 79.2% | 43.7% | $12.50 | $50.1K | -$1.5M | 0.35 |
| 2026-02 | 19 | 70.4% | 45.6% | $15.00 | $83.2K | -$885.8K | 0.62 |
| 2026-01 | 20 | 48.9% | 33.2% | $20.00 | -$59.5K | $1.2M | 2.27 |
This archive aggregates SAIL's daily end-of-day options snapshots into monthly summaries, spanning 2017-12 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 SAIL 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 84.9%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.95.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug
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
Frequently asked SAIL history questions
- How much options history is available for SAIL?
- This archive holds 74 months of SAIL options analytics, spanning 2017-12 through 2026-06. Each entry is a monthly rollup of SAIL'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 SAIL archive.
- What data does each monthly SAIL aggregate contain?
- Every monthly row summarizes that month of SAIL 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 84.9%, an average IV rank of 13.2%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.95.
- How is the SAIL options-history archive built and how often does it update?
- The archive is derived from SAIL'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 SAIL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.