Surgery Partners, Inc. (SGRY) Options History
Historical options analytics archive for SGRY with monthly max pain, implied volatility, gamma exposure, and put/call data.
129 months of complete options data available.
SGRY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SGRY. 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 | 97.3% | 29.3% | $12.50 | $165.2K | -$8.0M | 0.35 |
| 2026-05 | 20 | 76.1% | 33.5% | $10.00 | $33.0K | $4.2M | 0.44 |
| 2026-04 | 21 | 72.1% | 45.7% | $12.50 | $5.0K | $2.0M | 0.49 |
| 2026-03 | 22 | 57.9% | 25.2% | $12.50 | -$9.9K | $7.6M | 3.11 |
| 2026-02 | 19 | 64.3% | 29.3% | $17.50 | -$167.5K | $2.8M | 1.69 |
| 2026-01 | 20 | 62.0% | 27.8% | $15.00 | -$211.1K | $5.5M | 1.01 |
This archive aggregates SGRY's daily end-of-day options snapshots into monthly summaries, spanning 2015-10 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 SGRY 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 97.3%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.35.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
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2022
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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
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2018
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2017
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2016
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2015
Frequently asked SGRY history questions
- How much options history is available for SGRY?
- This archive holds 129 months of SGRY options analytics, spanning 2015-10 through 2026-06. Each entry is a monthly rollup of SGRY'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 SGRY archive.
- What data does each monthly SGRY aggregate contain?
- Every monthly row summarizes that month of SGRY 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 97.3%, an average IV rank of 29.3%, a month-end max-pain strike around $12.50, an average put/call ratio of 0.35.
- How is the SGRY options-history archive built and how often does it update?
- The archive is derived from SGRY'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 SGRY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.