Stem, Inc. (STEM) Options History
Historical options analytics archive for STEM with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
STEM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for STEM. 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 | 20 | 113.2% | 40.5% | $7.50 | $659 | $17.5K | 0.98 |
| 2026-06 | 14 | 117.6% | 42.3% | $10.00 | $1.5K | $7.0K | 1.01 |
| 2026-05 | 19 | 130.4% | 43.5% | $10.00 | $7.4K | -$422.3K | 0.60 |
| 2026-04 | 16 | 131.2% | 37.8% | $10.00 | $5.4K | -$367.2K | 0.75 |
| 2026-03 | 21 | 124.8% | 35.4% | $12.50 | -$3.1K | $309.8K | 0.97 |
| 2026-02 | 19 | 128.1% | 36.7% | $15.00 | $486 | $129.6K | 0.61 |
This archive aggregates STEM's daily end-of-day options snapshots into monthly summaries, spanning 2021-07 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 STEM 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 113.2%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.98.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked STEM history questions
- How much options history is available for STEM?
- This archive holds 61 months of STEM options analytics, spanning 2021-07 through 2026-07. Each entry is a monthly rollup of STEM'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 STEM archive.
- What data does each monthly STEM aggregate contain?
- Every monthly row summarizes that month of STEM 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 113.2%, an average IV rank of 40.5%, a month-end max-pain strike around $7.50, an average put/call ratio of 0.98.
- How is the STEM options-history archive built and how often does it update?
- The archive is derived from STEM'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 STEM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.