The ONE Group Hospitality, Inc. (STKS) Options History
Historical options analytics archive for STKS with monthly max pain, implied volatility, gamma exposure, and put/call data.
60 months of complete options data available.
STKS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for STKS. 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 | 15 | 50.3% | 6.7% | $2.50 | -$388 | $45.0K | 0.00 |
| 2026-06 | 11 | 172.5% | 34.0% | $2.50 | -$478 | $45.1K | 0.00 |
| 2026-05 | 19 | 109.4% | 23.9% | - | -$562 | $92.4K | 0.00 |
| 2026-04 | 17 | 69.1% | 13.0% | $2.50 | -$396 | $107.0K | 0.00 |
| 2026-03 | 19 | 71.7% | 24.2% | $2.50 | -$569 | $73.9K | 0.00 |
| 2026-02 | 19 | 192.5% | 46.3% | $5.00 | -$627 | $180.1K | 12.50 |
This archive aggregates STKS's daily end-of-day options snapshots into monthly summaries, spanning 2021-08 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 STKS 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 50.3%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.00.
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
Frequently asked STKS history questions
- How much options history is available for STKS?
- This archive holds 60 months of STKS options analytics, spanning 2021-08 through 2026-07. Each entry is a monthly rollup of STKS'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 STKS archive.
- What data does each monthly STKS aggregate contain?
- Every monthly row summarizes that month of STKS 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 50.3%, an average IV rank of 6.7%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.00.
- How is the STKS options-history archive built and how often does it update?
- The archive is derived from STKS'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 STKS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.