EchoStar Corporation (SATS) Options History
Historical options analytics archive for SATS with monthly max pain, implied volatility, gamma exposure, and put/call data.
1 months of complete options data available.
SATS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SATS. 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 | 5 | 65.2% | - | - | $0 | $0 | 0.37 |
This archive aggregates SATS's daily end-of-day options snapshots into monthly summaries, spanning 2026-06 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 SATS 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 65.2%, an average put/call ratio of 0.37.
2026
Frequently asked SATS history questions
- How much options history is available for SATS?
- This archive holds 1 month of SATS options analytics, spanning 2026-06 through 2026-06. Each entry is a monthly rollup of SATS'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 SATS archive.
- What data does each monthly SATS aggregate contain?
- Every monthly row summarizes that month of SATS 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 65.2%, an average put/call ratio of 0.37.
- How is the SATS options-history archive built and how often does it update?
- The archive is derived from SATS'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 SATS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.