Scully Royalty Ltd. (SRL) Options History
Historical options analytics archive for SRL with monthly max pain, implied volatility, gamma exposure, and put/call data.
50 months of complete options data available.
SRL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SRL. 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 | 8 | 246.1% | 51.4% | $7.50 | $24 | -$43.8K | 0.00 |
| 2026-04 | 18 | 181.2% | 33.2% | $5.00 | $128 | -$15.0K | 0.00 |
| 2026-03 | 22 | 111.0% | 14.0% | $10.00 | $6.5K | -$116.0K | 0.00 |
| 2026-02 | 19 | 99.8% | 9.8% | $7.50 | $11.1K | -$283.6K | 0.01 |
| 2026-01 | 20 | 127.1% | 16.1% | $10.00 | $6.0K | -$272.5K | 6.75 |
| 2025-12 | 22 | 156.4% | 22.8% | $10.00 | $6.5K | -$310.5K | 1.17 |
This archive aggregates SRL's daily end-of-day options snapshots into monthly summaries, spanning 2019-08 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 SRL 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 246.1%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.00.
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
2020
2019
Frequently asked SRL history questions
- How much options history is available for SRL?
- This archive holds 50 months of SRL options analytics, spanning 2019-08 through 2026-05. Each entry is a monthly rollup of SRL'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 SRL archive.
- What data does each monthly SRL aggregate contain?
- Every monthly row summarizes that month of SRL 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 246.1%, an average IV rank of 51.4%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.00.
- How is the SRL options-history archive built and how often does it update?
- The archive is derived from SRL'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 SRL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.