Summit Midstream Corp. (SMC) Options History
Historical options analytics archive for SMC with monthly max pain, implied volatility, gamma exposure, and put/call data.
23 months of complete options data available.
SMC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SMC. 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 | 64.8% | 24.2% | $25.00 | $53.2K | -$3.0M | 0.16 |
| 2026-05 | 19 | 66.5% | 25.0% | $35.00 | $137.6K | -$3.4M | 4.39 |
| 2026-04 | 21 | 66.4% | 24.9% | $25.00 | $197.8K | -$6.4M | 0.00 |
| 2026-03 | 22 | 67.6% | 19.7% | $25.00 | $165.0K | -$5.8M | 0.63 |
| 2026-02 | 19 | 70.5% | 19.3% | $20.00 | $38.2K | -$3.8M | 0.02 |
| 2026-01 | 20 | 93.8% | 36.4% | $25.00 | $34.6K | -$2.5M | 0.04 |
This archive aggregates SMC's daily end-of-day options snapshots into monthly summaries, spanning 2024-08 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 SMC 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 64.8%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.16.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked SMC history questions
- How much options history is available for SMC?
- This archive holds 23 months of SMC options analytics, spanning 2024-08 through 2026-06. Each entry is a monthly rollup of SMC'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 SMC archive.
- What data does each monthly SMC aggregate contain?
- Every monthly row summarizes that month of SMC 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 64.8%, an average IV rank of 24.2%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.16.
- How is the SMC options-history archive built and how often does it update?
- The archive is derived from SMC'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 SMC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.