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.
61 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 73.5% | 27.4% | $17.50 | $4.1K | -$218.1K | 0.26 |
| 2026-08 | 21 | 67.7% | 21.7% | $12.50 | $6.7K | -$523.1K | 0.34 |
| 2026-07 | 18 | 89.1% | 31.9% | $20.00 | $5.4K | -$453.8K | 0.61 |
| 2026-06 | 12 | 88.2% | 31.5% | $15.00 | $6.8K | -$396.0K | 0.04 |
| 2026-05 | 18 | 66.1% | 17.7% | $2.50 | -$1.7K | -$357.4K | 0.46 |
| 2026-04 | 16 | 95.2% | 30.2% | $15.00 | -$285 | -$198.4K | 1.45 |
This archive aggregates STVN's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 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 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 (2026-09) shows an average ATM implied volatility near 73.5%, a month-end max-pain strike around $17.50, an average put/call ratio of 0.26.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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 61 months of STVN options analytics, spanning 2021-09 through 2026-09. 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, 2026-09 recorded an average ATM implied volatility near 73.5%, an average IV rank of 27.4%, a month-end max-pain strike around $17.50, an average put/call ratio of 0.26.
- 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.