Seven Hills Realty Trust (SEVN) Options History
Historical options analytics archive for SEVN with monthly max pain, implied volatility, gamma exposure, and put/call data.
44 months of complete options data available.
SEVN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SEVN. 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 | 127.0% | 35.3% | $7.50 | $2.6K | $9.7K | 1.98 |
| 2026-05 | 20 | 108.2% | 28.6% | $10.00 | $1.6K | $1.6K | 1.76 |
| 2026-04 | 21 | 128.5% | 35.0% | $7.50 | $682 | $33.7K | 20.70 |
| 2026-03 | 22 | 126.7% | 45.2% | $10.00 | -$5.6K | $479.1K | 6.44 |
| 2026-02 | 19 | 91.5% | 38.0% | $10.00 | -$8.9K | $575.8K | 1.09 |
| 2026-01 | 20 | 65.7% | 31.8% | $10.00 | -$9.3K | $525.0K | 1.16 |
This archive aggregates SEVN's daily end-of-day options snapshots into monthly summaries, spanning 2022-11 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 SEVN 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 127.0%, a month-end max-pain strike around $7.50, an average put/call ratio of 1.98.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Frequently asked SEVN history questions
- How much options history is available for SEVN?
- This archive holds 44 months of SEVN options analytics, spanning 2022-11 through 2026-06. Each entry is a monthly rollup of SEVN'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 SEVN archive.
- What data does each monthly SEVN aggregate contain?
- Every monthly row summarizes that month of SEVN 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 127.0%, an average IV rank of 35.3%, a month-end max-pain strike around $7.50, an average put/call ratio of 1.98.
- How is the SEVN options-history archive built and how often does it update?
- The archive is derived from SEVN'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 SEVN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.