SoFi Technologies, Inc. (SOFI) Options History
Historical options analytics archive for SOFI with monthly max pain, implied volatility, gamma exposure, and put/call data.
60 months of complete options data available.
SOFI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SOFI. 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 |
|---|---|---|---|---|---|---|---|
| 2026-05 | 20 | 52.9% | 13.4% | $17.00 | $32.0M | -$1.79B | 0.38 |
| 2026-04 | 19 | 67.4% | 37.4% | $19.00 | $1.9M | -$169.2M | 0.45 |
| 2026-03 | 22 | 65.9% | 27.1% | $18.00 | $3.0M | -$104.9M | 0.51 |
| 2026-02 | 19 | 61.4% | 20.5% | $20.00 | -$1.8M | -$128.1M | 0.56 |
| 2026-01 | 20 | 63.8% | 24.0% | $25.00 | -$13.5M | -$298.7M | 0.57 |
| 2025-12 | 22 | 55.3% | 11.8% | $16.00 | $2.2M | -$2.53B | 0.63 |
This archive aggregates SOFI's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 through 2026-05. 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 SOFI 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 (2026-05) shows an average ATM implied volatility near 52.9%, a month-end max-pain strike around $17.00, an average put/call ratio of 0.38.
2026
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SOFI history questions
- How much options history is available for SOFI?
- This archive holds 60 months of SOFI options analytics, spanning 2021-06 through 2026-05. Each entry is a monthly rollup of SOFI'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 SOFI archive.
- What data does each monthly SOFI aggregate contain?
- Every monthly row summarizes that month of SOFI 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, 2026-05 recorded an average ATM implied volatility near 52.9%, an average IV rank of 13.4%, a month-end max-pain strike around $17.00, an average put/call ratio of 0.38.
- How is the SOFI options-history archive built and how often does it update?
- The archive is derived from SOFI'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 SOFI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.