ServisFirst Bancshares, Inc. (SFBS) Options History
Historical options analytics archive for SFBS with monthly max pain, implied volatility, gamma exposure, and put/call data.
127 months of complete options data available.
SFBS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SFBS. 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 | 69.5% | 18.4% | $80.00 | -$15.3K | -$283.1K | 2.86 |
| 2026-05 | 20 | 49.7% | 12.2% | - | $23.7K | -$396.1K | 0.01 |
| 2026-04 | 21 | 46.4% | 11.3% | $75.00 | $25.1K | -$427.0K | 0.04 |
| 2026-03 | 22 | 53.2% | 28.2% | $75.00 | $13.9K | -$203.0K | 0.04 |
| 2026-02 | 19 | 34.4% | 16.8% | $70.00 | $18.8K | -$671.5K | 0.00 |
| 2026-01 | 20 | 41.8% | 23.6% | $75.00 | $20.2K | -$732.6K | 0.47 |
This archive aggregates SFBS's daily end-of-day options snapshots into monthly summaries, spanning 2015-12 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 SFBS 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 69.5%, a month-end max-pain strike around $80.00, an average put/call ratio of 2.86.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Frequently asked SFBS history questions
- How much options history is available for SFBS?
- This archive holds 127 months of SFBS options analytics, spanning 2015-12 through 2026-06. Each entry is a monthly rollup of SFBS'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 SFBS archive.
- What data does each monthly SFBS aggregate contain?
- Every monthly row summarizes that month of SFBS 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 69.5%, an average IV rank of 18.4%, a month-end max-pain strike around $80.00, an average put/call ratio of 2.86.
- How is the SFBS options-history archive built and how often does it update?
- The archive is derived from SFBS'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 SFBS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.