Schneider National, Inc. (SNDR) Options History
Historical options analytics archive for SNDR with monthly max pain, implied volatility, gamma exposure, and put/call data.
110 months of complete options data available.
SNDR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SNDR. 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 | 40.6% | 30.1% | $30.00 | $246.0K | -$4.6M | 0.07 |
| 2026-05 | 20 | 36.2% | 21.1% | $30.00 | $312.2K | -$5.4M | 0.29 |
| 2026-04 | 21 | 46.9% | 24.9% | $30.00 | $43.4K | -$886.6K | 0.67 |
| 2026-03 | 22 | 47.5% | 15.5% | $25.00 | $13.4K | -$198.5K | 2.48 |
| 2026-02 | 19 | 36.9% | 9.1% | $25.00 | $30.9K | -$562.2K | 2.45 |
| 2026-01 | 20 | 35.3% | 8.0% | $30.00 | $12.0K | -$153.9K | 0.43 |
This archive aggregates SNDR's daily end-of-day options snapshots into monthly summaries, spanning 2017-05 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 SNDR 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 40.6%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.07.
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SNDR history questions
- How much options history is available for SNDR?
- This archive holds 110 months of SNDR options analytics, spanning 2017-05 through 2026-06. Each entry is a monthly rollup of SNDR'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 SNDR archive.
- What data does each monthly SNDR aggregate contain?
- Every monthly row summarizes that month of SNDR 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 40.6%, an average IV rank of 30.1%, a month-end max-pain strike around $30.00, an average put/call ratio of 0.07.
- How is the SNDR options-history archive built and how often does it update?
- The archive is derived from SNDR'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 SNDR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.