Strategy Inc (STRC) Options History
Historical options analytics archive for STRC with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
STRC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for STRC. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 93.0% | 18.7% | $95.00 | $6.6M | -$26.4M | 0.98 |
| 2026-08 | 21 | 72.5% | 14.5% | $95.00 | $11.7M | -$61.5M | 0.39 |
| 2026-07 | 17 | 28.0% | 5.4% | $85.00 | $4.1M | $3.5M | 0.65 |
| 2026-06 | 11 | 43.2% | 8.5% | $90.00 | $3.3M | $18.2M | 0.77 |
| 2026-05 | 19 | 33.1% | 6.4% | $100.00 | $166.7K | -$4.5M | 2.76 |
| 2026-04 | 17 | 47.6% | 32.4% | $100.00 | -$1.2M | $2.4M | 4.30 |
This archive aggregates STRC's daily end-of-day options snapshots into monthly summaries, spanning 2025-09 through 2026-09. 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 STRC 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 (2026-09) shows an average ATM implied volatility near 93.0%, a month-end max-pain strike around $95.00, an average put/call ratio of 0.98.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked STRC history questions
- How much options history is available for STRC?
- This archive holds 13 months of STRC options analytics, spanning 2025-09 through 2026-09. Each entry is a monthly rollup of STRC'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 STRC archive.
- What data does each monthly STRC aggregate contain?
- Every monthly row summarizes that month of STRC 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, 2026-09 recorded an average ATM implied volatility near 93.0%, an average IV rank of 18.7%, a month-end max-pain strike around $95.00, an average put/call ratio of 0.98.
- How is the STRC options-history archive built and how often does it update?
- The archive is derived from STRC'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 STRC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.