Sable Offshore Corp. (SOC) Options History
Historical options analytics archive for SOC with monthly max pain, implied volatility, gamma exposure, and put/call data.
22 months of complete options data available.
SOC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SOC. 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 | 135.1% | 34.2% | $11.00 | $14.8K | $12.8M | 0.49 |
| 2026-05 | 20 | 112.7% | 25.4% | $11.00 | $1.1M | -$61.4M | 0.44 |
| 2026-04 | 20 | 113.1% | 25.7% | $14.00 | $1.2M | -$51.6M | 0.59 |
| 2026-03 | 22 | 121.0% | 30.1% | $10.00 | $1.5M | -$95.8M | 0.39 |
| 2026-02 | 19 | 149.2% | 45.8% | $10.00 | $234.7K | -$4.5M | 1.09 |
| 2026-01 | 20 | 162.4% | 53.4% | $11.00 | $545.4K | -$26.7M | 0.69 |
This archive aggregates SOC's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 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 SOC 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 135.1%, a month-end max-pain strike around $11.00, an average put/call ratio of 0.49.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked SOC history questions
- How much options history is available for SOC?
- This archive holds 22 months of SOC options analytics, spanning 2024-09 through 2026-06. Each entry is a monthly rollup of SOC'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 SOC archive.
- What data does each monthly SOC aggregate contain?
- Every monthly row summarizes that month of SOC 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 135.1%, an average IV rank of 34.2%, a month-end max-pain strike around $11.00, an average put/call ratio of 0.49.
- How is the SOC options-history archive built and how often does it update?
- The archive is derived from SOC'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 SOC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.