S&P Global Inc. (SPGI) Options History
Historical options analytics archive for SPGI with monthly max pain, implied volatility, gamma exposure, and put/call data.
122 months of complete options data available.
SPGI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SPGI. 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 | 20 | 30.0% | 55.8% | $420.00 | $22.2K | $45.7M | 1.35 |
| 2026-05 | 20 | 30.1% | 56.2% | $430.00 | $5.6M | $2.0M | 0.94 |
| 2026-04 | 21 | 34.3% | 67.6% | $430.00 | -$903.5K | $32.2M | 0.82 |
| 2026-03 | 22 | 33.2% | 57.8% | $430.00 | $7.7M | -$16.8M | 2.11 |
| 2026-02 | 19 | 32.6% | 56.1% | $430.00 | $11.3M | -$93.3M | 1.90 |
| 2026-01 | 20 | 22.1% | 23.0% | $510.00 | $12.0M | -$212.8M | 1.08 |
This archive aggregates SPGI's daily end-of-day options snapshots into monthly summaries, spanning 2016-05 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 SPGI 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 30.0%, a month-end max-pain strike around $420.00, an average put/call ratio of 1.35.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SPGI history questions
- How much options history is available for SPGI?
- This archive holds 122 months of SPGI options analytics, spanning 2016-05 through 2026-06. Each entry is a monthly rollup of SPGI'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 SPGI archive.
- What data does each monthly SPGI aggregate contain?
- Every monthly row summarizes that month of SPGI 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 30.0%, an average IV rank of 55.8%, a month-end max-pain strike around $420.00, an average put/call ratio of 1.35.
- How is the SPGI options-history archive built and how often does it update?
- The archive is derived from SPGI'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 SPGI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.