Stevanato Group S.p.A. (STVN) Options History
Historical options analytics archive for STVN with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
STVN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for STVN. 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 | 88.2% | 23.1% | $15.00 | $6.8K | -$396.0K | 0.04 |
| 2026-05 | 18 | 66.1% | 14.0% | $2.50 | -$1.7K | -$357.4K | 0.46 |
| 2026-04 | 16 | 95.2% | 24.2% | $15.00 | -$285 | -$198.4K | 1.45 |
| 2026-03 | 21 | 111.6% | 30.4% | $15.00 | -$2.3K | $43.7K | 5.00 |
| 2026-02 | 19 | 111.9% | 30.5% | $15.00 | -$1.4K | -$49.9K | 0.65 |
| 2026-01 | 20 | 118.2% | 36.1% | $17.50 | -$750 | -$76.5K | 6.02 |
This archive aggregates STVN's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 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 STVN 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 88.2%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.04.
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
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 STVN history questions
- How much options history is available for STVN?
- This archive holds 58 months of STVN options analytics, spanning 2021-09 through 2026-06. Each entry is a monthly rollup of STVN'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 STVN archive.
- What data does each monthly STVN aggregate contain?
- Every monthly row summarizes that month of STVN 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 88.2%, an average IV rank of 23.1%, a month-end max-pain strike around $15.00, an average put/call ratio of 0.04.
- How is the STVN options-history archive built and how often does it update?
- The archive is derived from STVN'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 STVN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.