SharkNinja, Inc. (SN) Options History
Historical options analytics archive for SN with monthly max pain, implied volatility, gamma exposure, and put/call data.
114 months of complete options data available.
SN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SN. 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 | 45.5% | 20.1% | $130.00 | -$220.7K | -$44.7M | 1.44 |
| 2026-05 | 20 | 51.8% | 29.4% | $110.00 | $1.9M | -$61.1M | 0.56 |
| 2026-04 | 21 | 57.9% | 34.8% | $105.00 | $1.1M | -$24.7M | 0.64 |
| 2026-03 | 22 | 47.7% | 15.5% | $105.00 | $735.6K | -$11.6M | 0.77 |
| 2026-02 | 19 | 55.3% | 23.5% | $115.00 | $864.0K | -$31.8M | 0.73 |
| 2026-01 | 20 | 53.2% | 21.3% | $120.00 | $1.0M | -$31.2M | 0.97 |
This archive aggregates SN's daily end-of-day options snapshots into monthly summaries, spanning 2012-04 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 SN 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 45.5%, a month-end max-pain strike around $130.00, an average put/call ratio of 1.44.
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
2019
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SN history questions
- How much options history is available for SN?
- This archive holds 114 months of SN options analytics, spanning 2012-04 through 2026-06. Each entry is a monthly rollup of SN'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 SN archive.
- What data does each monthly SN aggregate contain?
- Every monthly row summarizes that month of SN 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 45.5%, an average IV rank of 20.1%, a month-end max-pain strike around $130.00, an average put/call ratio of 1.44.
- How is the SN options-history archive built and how often does it update?
- The archive is derived from SN'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 SN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.