SouthState Bank Corp. (SSB) Options History
Historical options analytics archive for SSB with monthly max pain, implied volatility, gamma exposure, and put/call data.
144 months of complete options data available.
SSB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SSB. 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 | 19 | 175.4% | 33.9% | $100.00 | $217.7K | -$2.1M | 13.25 |
| 2026-05 | 20 | 216.7% | 48.0% | $85.00 | $170.6K | -$1.3M | 0.25 |
| 2026-04 | 19 | 116.2% | 32.8% | $95.00 | $233.2K | -$1.8M | 0.11 |
| 2026-03 | 20 | 36.4% | 36.2% | $90.00 | $116.8K | -$1.0M | 2.50 |
| 2026-02 | 19 | 28.3% | 20.1% | $95.00 | $144.8K | -$1.9M | 7.84 |
| 2026-01 | 20 | 25.2% | 12.7% | $105.00 | $498.3K | -$4.0M | 0.83 |
This archive aggregates SSB's daily end-of-day options snapshots into monthly summaries, spanning 2014-07 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 SSB 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 175.4%, a month-end max-pain strike around $100.00, an average put/call ratio of 13.25.
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
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2018
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2017
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2016
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2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SSB history questions
- How much options history is available for SSB?
- This archive holds 144 months of SSB options analytics, spanning 2014-07 through 2026-06. Each entry is a monthly rollup of SSB'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 SSB archive.
- What data does each monthly SSB aggregate contain?
- Every monthly row summarizes that month of SSB 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 175.4%, an average IV rank of 33.9%, a month-end max-pain strike around $100.00, an average put/call ratio of 13.25.
- How is the SSB options-history archive built and how often does it update?
- The archive is derived from SSB'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 SSB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.