Simulations Plus, Inc. (SLP) Options History
Historical options analytics archive for SLP with monthly max pain, implied volatility, gamma exposure, and put/call data.
127 months of complete options data available.
SLP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SLP. 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 | 111.7% | 31.1% | $17.50 | $31.0K | -$574.7K | 0.31 |
| 2026-05 | 19 | 77.6% | 38.4% | $12.50 | -$1.1K | -$164.5K | 1.58 |
| 2026-04 | 21 | 75.6% | 37.3% | $12.50 | $8.2K | -$226.4K | 5.99 |
| 2026-03 | 22 | 91.9% | 51.7% | $12.50 | $26.0K | -$342.0K | 1.06 |
| 2026-02 | 19 | 76.8% | 38.6% | $12.50 | $9.0K | -$21.3K | 12.18 |
| 2026-01 | 20 | 78.1% | 41.5% | $17.50 | $9.1K | -$330.3K | 0.50 |
This archive aggregates SLP'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 SLP 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 111.7%, a month-end max-pain strike around $17.50, an average put/call ratio of 0.31.
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 SLP history questions
- How much options history is available for SLP?
- This archive holds 127 months of SLP options analytics, spanning 2015-12 through 2026-06. Each entry is a monthly rollup of SLP'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 SLP archive.
- What data does each monthly SLP aggregate contain?
- Every monthly row summarizes that month of SLP 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 111.7%, an average IV rank of 31.1%, a month-end max-pain strike around $17.50, an average put/call ratio of 0.31.
- How is the SLP options-history archive built and how often does it update?
- The archive is derived from SLP'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 SLP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.