StandardAero, Inc. (SARO) Options History
Historical options analytics archive for SARO with monthly max pain, implied volatility, gamma exposure, and put/call data.
20 months of complete options data available.
SARO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SARO. 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% | 5.9% | $22.50 | $120.7K | -$3.9M | 0.15 |
| 2026-05 | 20 | 69.9% | 11.8% | $15.00 | $126.2K | -$3.6M | 0.39 |
| 2026-04 | 21 | 82.4% | 21.3% | $20.00 | $110.7K | -$2.9M | 0.18 |
| 2026-03 | 22 | 46.9% | 30.3% | $30.00 | $8.0K | $370.7K | 2.34 |
| 2026-02 | 19 | 47.1% | 30.5% | $35.00 | $142.4K | -$1.1M | 1.67 |
| 2026-01 | 20 | 39.1% | 22.2% | $30.00 | $113.8K | -$2.8M | 0.50 |
This archive aggregates SARO's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 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 SARO 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 $22.50, an average put/call ratio of 0.15.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked SARO history questions
- How much options history is available for SARO?
- This archive holds 20 months of SARO options analytics, spanning 2024-11 through 2026-06. Each entry is a monthly rollup of SARO'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 SARO archive.
- What data does each monthly SARO aggregate contain?
- Every monthly row summarizes that month of SARO 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 5.9%, a month-end max-pain strike around $22.50, an average put/call ratio of 0.15.
- How is the SARO options-history archive built and how often does it update?
- The archive is derived from SARO'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 SARO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.