Virgin Galactic Holdings, Inc. (SPCE) Options History
Historical options analytics archive for SPCE with monthly max pain, implied volatility, gamma exposure, and put/call data.
80 months of complete options data available.
SPCE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SPCE. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 21 | 111.2% | 17.9% | $3.00 | $75.8K | -$7.8M | 0.47 |
| 2026-06 | 21 | 161.2% | 31.7% | $3.50 | $202.6K | -$8.7M | 0.51 |
| 2026-05 | 20 | 145.7% | 52.3% | $2.50 | $626.0K | -$221.1M | 0.24 |
| 2026-04 | 20 | 122.8% | 43.3% | $3.00 | $126.1K | -$14.8M | 0.23 |
| 2026-03 | 22 | 107.7% | 36.0% | $3.00 | $75.4K | -$2.7M | 0.36 |
| 2026-02 | 19 | 111.9% | 37.1% | $3.00 | $60.4K | -$4.7M | 0.50 |
This archive aggregates SPCE's daily end-of-day options snapshots into monthly summaries, spanning 2019-12 through 2026-07. 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 SPCE 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 (2026-07) shows an average ATM implied volatility near 111.2%, a month-end max-pain strike around $3.00, an average put/call ratio of 0.47.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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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
Frequently asked SPCE history questions
- How much options history is available for SPCE?
- This archive holds 80 months of SPCE options analytics, spanning 2019-12 through 2026-07. Each entry is a monthly rollup of SPCE'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 SPCE archive.
- What data does each monthly SPCE aggregate contain?
- Every monthly row summarizes that month of SPCE 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, 2026-07 recorded an average ATM implied volatility near 111.2%, an average IV rank of 17.9%, a month-end max-pain strike around $3.00, an average put/call ratio of 0.47.
- How is the SPCE options-history archive built and how often does it update?
- The archive is derived from SPCE'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 SPCE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.