Star Holdings (STHO) Options History
Historical options analytics archive for STHO with monthly max pain, implied volatility, gamma exposure, and put/call data.
38 months of complete options data available.
STHO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for STHO. 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 | 12 | 110.1% | 19.6% | $5.00 | $23.3K | -$538.3K | 0.15 |
| 2026-05 | 19 | 74.3% | 11.4% | $7.50 | $21.5K | -$309.2K | 0.13 |
| 2026-04 | 17 | 160.0% | 28.7% | $5.00 | $25.6K | -$557.2K | 0.05 |
| 2026-03 | 20 | 106.7% | 36.7% | $10.00 | $8.7K | -$197.1K | 1.68 |
| 2026-02 | 19 | 68.1% | 21.2% | $7.50 | $8.8K | -$380.4K | 0.31 |
| 2026-01 | 20 | 67.4% | 20.8% | $5.00 | $1.7K | -$305.1K | 0.20 |
This archive aggregates STHO's daily end-of-day options snapshots into monthly summaries, spanning 2023-05 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 STHO 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 110.1%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.15.
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
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked STHO history questions
- How much options history is available for STHO?
- This archive holds 38 months of STHO options analytics, spanning 2023-05 through 2026-06. Each entry is a monthly rollup of STHO'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 STHO archive.
- What data does each monthly STHO aggregate contain?
- Every monthly row summarizes that month of STHO 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 110.1%, an average IV rank of 19.6%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.15.
- How is the STHO options-history archive built and how often does it update?
- The archive is derived from STHO'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 STHO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.