Spotify Technology S.A. (SPOT) Options History
Historical options analytics archive for SPOT with monthly max pain, implied volatility, gamma exposure, and put/call data.
99 months of complete options data available.
SPOT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SPOT. 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 | 18 | 45.6% | 42.3% | $475.00 | $2.1M | -$121.0M | 0.84 |
| 2026-05 | 20 | 47.5% | 48.8% | $490.00 | $15.5M | -$627.6M | 1.14 |
| 2026-04 | 20 | 57.4% | 60.9% | $470.00 | -$7.0M | $450.4M | 0.77 |
| 2026-03 | 22 | 46.7% | 26.3% | $480.00 | $1.5M | -$83.2M | 0.89 |
| 2026-02 | 19 | 48.1% | 29.5% | $460.00 | $54.8M | -$1.15B | 1.19 |
| 2026-01 | 20 | 46.2% | 26.4% | $540.00 | -$35.9M | $479.8M | 2.07 |
This archive aggregates SPOT's daily end-of-day options snapshots into monthly summaries, spanning 2018-04 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 SPOT 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 45.6%, a month-end max-pain strike around $475.00, an average put/call ratio of 0.84.
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SPOT history questions
- How much options history is available for SPOT?
- This archive holds 99 months of SPOT options analytics, spanning 2018-04 through 2026-06. Each entry is a monthly rollup of SPOT'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 SPOT archive.
- What data does each monthly SPOT aggregate contain?
- Every monthly row summarizes that month of SPOT 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 45.6%, an average IV rank of 42.3%, a month-end max-pain strike around $475.00, an average put/call ratio of 0.84.
- How is the SPOT options-history archive built and how often does it update?
- The archive is derived from SPOT'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 SPOT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.