Stellantis N.V. (STLA) Options History
Historical options analytics archive for STLA with monthly max pain, implied volatility, gamma exposure, and put/call data.
66 months of complete options data available.
STLA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for STLA. 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 | 16 | 58.4% | 89.9% | $6.00 | $357.6K | -$5.8M | 0.73 |
| 2026-06 | 11 | 51.3% | 65.1% | $7.00 | $149.1K | $2.5M | 0.68 |
| 2026-05 | 19 | 53.7% | 74.7% | $8.00 | $945.0K | -$17.3M | 0.72 |
| 2026-04 | 17 | 54.8% | 52.8% | $8.00 | -$128.3K | $3.6M | 0.78 |
| 2026-03 | 19 | 51.6% | 32.3% | $7.00 | $255.1K | $2.3M | 0.82 |
| 2026-02 | 19 | 51.4% | 31.8% | $10.00 | $22.5K | $9.9M | 0.70 |
This archive aggregates STLA's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 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 STLA 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 58.4%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.73.
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked STLA history questions
- How much options history is available for STLA?
- This archive holds 66 months of STLA options analytics, spanning 2021-02 through 2026-07. Each entry is a monthly rollup of STLA'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 STLA archive.
- What data does each monthly STLA aggregate contain?
- Every monthly row summarizes that month of STLA 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 58.4%, an average IV rank of 89.9%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.73.
- How is the STLA options-history archive built and how often does it update?
- The archive is derived from STLA'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 STLA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.