Sweetgreen, Inc. (SG) Options History
Historical options analytics archive for SG with monthly max pain, implied volatility, gamma exposure, and put/call data.
56 months of complete options data available.
SG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SG. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 106.6% | 71.1% | $7.00 | $278.5K | -$22.8M | 0.48 |
| 2026-06 | 21 | 85.8% | 34.3% | $7.00 | $738.5K | -$64.6M | 0.32 |
| 2026-05 | 20 | 85.0% | 28.0% | $6.00 | $2.7M | -$156.9M | 0.39 |
| 2026-04 | 21 | 98.8% | 36.6% | $6.00 | $258.1K | -$33.2M | 0.40 |
| 2026-03 | 22 | 78.7% | 20.1% | $6.00 | $1.4K | $6.6M | 0.88 |
| 2026-02 | 19 | 103.2% | 44.4% | $6.00 | -$68.1K | $8.2M | 0.69 |
This archive aggregates SG's daily end-of-day options snapshots into monthly summaries, spanning 2021-12 through 2026-07. 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 SG 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 (2026-07) shows an average ATM implied volatility near 106.6%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.48.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Frequently asked SG history questions
- How much options history is available for SG?
- This archive holds 56 months of SG options analytics, spanning 2021-12 through 2026-07. Each entry is a monthly rollup of SG'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 SG archive.
- What data does each monthly SG aggregate contain?
- Every monthly row summarizes that month of SG 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, 2026-07 recorded an average ATM implied volatility near 106.6%, an average IV rank of 71.1%, a month-end max-pain strike around $7.00, an average put/call ratio of 0.48.
- How is the SG options-history archive built and how often does it update?
- The archive is derived from SG'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 SG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.