Sonida Senior Living, Inc. (SNDA) Options History
Historical options analytics archive for SNDA with monthly max pain, implied volatility, gamma exposure, and put/call data.
65 months of complete options data available.
SNDA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SNDA. 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 | 66.5% | 21.0% | $35.00 | $23.2K | -$518.0K | 0.51 |
| 2026-05 | 20 | 54.5% | 41.7% | $35.00 | $7.4K | -$141.9K | 6.89 |
| 2026-04 | 20 | 70.0% | 55.6% | $35.00 | $4.6K | -$135.0K | 0.15 |
This archive aggregates SNDA's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 SNDA 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 66.5%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.51.
2026
2012
2011
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2010
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2009
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2008
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2007
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Frequently asked SNDA history questions
- How much options history is available for SNDA?
- This archive holds 65 months of SNDA options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of SNDA'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 SNDA archive.
- What data does each monthly SNDA aggregate contain?
- Every monthly row summarizes that month of SNDA 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 66.5%, an average IV rank of 21.0%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.51.
- How is the SNDA options-history archive built and how often does it update?
- The archive is derived from SNDA'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 SNDA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.