Sila Realty Trust, Inc. (SILA) Options History
Historical options analytics archive for SILA with monthly max pain, implied volatility, gamma exposure, and put/call data.
24 months of complete options data available.
SILA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SILA. 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 | 8.5% | 1.9% | $30.00 | -$32.5K | -$612.3K | 30.33 |
| 2026-05 | 20 | 22.9% | 10.0% | $30.00 | -$288.7K | $328.6K | 11.01 |
| 2026-04 | 21 | 28.2% | 29.2% | $30.00 | -$74.3K | -$796.4K | 4.46 |
| 2026-03 | 22 | 45.4% | 49.3% | $25.00 | -$20.8K | $112.3K | 0.17 |
| 2026-02 | 19 | 44.3% | 47.8% | $25.00 | -$14.3K | -$198.4K | 1.58 |
| 2026-01 | 20 | 47.4% | 52.2% | $22.50 | -$31.0K | -$52.0K | 4.04 |
This archive aggregates SILA's daily end-of-day options snapshots into monthly summaries, spanning 2024-07 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 SILA 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 8.5%, a month-end max-pain strike around $30.00, an average put/call ratio of 30.33.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SILA history questions
- How much options history is available for SILA?
- This archive holds 24 months of SILA options analytics, spanning 2024-07 through 2026-06. Each entry is a monthly rollup of SILA'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 SILA archive.
- What data does each monthly SILA aggregate contain?
- Every monthly row summarizes that month of SILA 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 8.5%, an average IV rank of 1.9%, a month-end max-pain strike around $30.00, an average put/call ratio of 30.33.
- How is the SILA options-history archive built and how often does it update?
- The archive is derived from SILA'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 SILA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.