StoneX Group Inc. (SNEX) Options History
Historical options analytics archive for SNEX with monthly max pain, implied volatility, gamma exposure, and put/call data.
71 months of complete options data available.
SNEX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SNEX. 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 | 47.0% | 8.5% | $110.00 | $244.3K | -$6.9M | 0.33 |
| 2026-05 | 20 | 81.9% | 36.0% | $80.00 | $182.9K | -$6.6M | 0.30 |
| 2026-04 | 21 | 45.9% | 67.7% | $95.00 | $138.6K | -$3.5M | 0.47 |
| 2026-03 | 22 | 44.7% | 65.3% | $75.00 | $7.7K | -$160.3K | 1.93 |
| 2026-02 | 19 | 39.8% | 55.4% | $66.67 | $153.0K | -$7.0M | 1.11 |
| 2026-01 | 20 | 33.6% | 42.7% | $60.00 | $43.9K | -$2.8M | 0.13 |
This archive aggregates SNEX's daily end-of-day options snapshots into monthly summaries, spanning 2020-08 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 SNEX 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 47.0%, a month-end max-pain strike around $110.00, an average put/call ratio of 0.33.
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
Frequently asked SNEX history questions
- How much options history is available for SNEX?
- This archive holds 71 months of SNEX options analytics, spanning 2020-08 through 2026-06. Each entry is a monthly rollup of SNEX'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 SNEX archive.
- What data does each monthly SNEX aggregate contain?
- Every monthly row summarizes that month of SNEX 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 47.0%, an average IV rank of 8.5%, a month-end max-pain strike around $110.00, an average put/call ratio of 0.33.
- How is the SNEX options-history archive built and how often does it update?
- The archive is derived from SNEX'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 SNEX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.