Sol Strategies Inc. Common Shares (STKE) Options History
Historical options analytics archive for STKE with monthly max pain, implied volatility, gamma exposure, and put/call data.
9 months of complete options data available.
STKE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for STKE. 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 | 11 | 138.3% | 33.6% | $1.00 | $1.4K | -$67.7K | 0.10 |
| 2026-05 | 19 | 117.0% | 27.6% | $2.00 | $2.3K | -$162.5K | 0.15 |
| 2026-04 | 16 | 99.9% | 7.0% | $1.00 | $1.3K | -$130.5K | 2.09 |
| 2026-03 | 19 | 180.5% | - | $3.00 | $695 | -$11.5K | 4.99 |
| 2026-02 | 19 | 256.9% | - | $1.00 | $2.5K | -$179.2K | 0.24 |
| 2026-01 | 20 | 161.8% | - | $2.00 | $4.2K | -$234.5K | 0.06 |
This archive aggregates STKE's daily end-of-day options snapshots into monthly summaries, spanning 2025-10 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 STKE 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 138.3%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.10.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked STKE history questions
- How much options history is available for STKE?
- This archive holds 9 months of STKE options analytics, spanning 2025-10 through 2026-06. Each entry is a monthly rollup of STKE'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 STKE archive.
- What data does each monthly STKE aggregate contain?
- Every monthly row summarizes that month of STKE 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 138.3%, an average IV rank of 33.6%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.10.
- How is the STKE options-history archive built and how often does it update?
- The archive is derived from STKE'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 STKE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.