SMX (Security Matters) Public Limited Company (SMX) Options History
Historical options analytics archive for SMX with monthly max pain, implied volatility, gamma exposure, and put/call data.
6 months of complete options data available.
SMX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SMX. 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 | 281.1% | - | $2.50 | $10.6K | -$3.2M | - |
| 2026-05 | 20 | 165.9% | - | $5.71 | $4.6K | -$1.3M | - |
| 2026-04 | 21 | 310.9% | - | $457.00 | $818 | -$102.7K | - |
| 2026-03 | 22 | 395.5% | - | $685.50 | $2.6K | -$983.5K | - |
| 2026-02 | 19 | 365.6% | - | $685.50 | $440 | -$954.3K | 2.12 |
| 2026-01 | 7 | 227.0% | - | $4480.39 | -$1.2K | $81.8K | 4.24 |
This archive aggregates SMX's daily end-of-day options snapshots into monthly summaries, spanning 2026-01 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 SMX 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 281.1%, a month-end max-pain strike around $2.50.
2026
Jan | Feb | Mar | Apr | May | Jun
Frequently asked SMX history questions
- How much options history is available for SMX?
- This archive holds 6 months of SMX options analytics, spanning 2026-01 through 2026-06. Each entry is a monthly rollup of SMX'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 SMX archive.
- What data does each monthly SMX aggregate contain?
- Every monthly row summarizes that month of SMX 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 281.1%, a month-end max-pain strike around $2.50.
- How is the SMX options-history archive built and how often does it update?
- The archive is derived from SMX'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 SMX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.