Stereotaxis, Inc. (STXS) Options History
Historical options analytics archive for STXS with monthly max pain, implied volatility, gamma exposure, and put/call data.
188 months of complete options data available.
STXS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for STXS. 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 | 13 | 33.5% | 3.8% | $2.50 | $3.2K | -$86.8K | 0.05 |
| 2026-05 | 17 | 52.8% | 10.0% | $2.50 | $4.4K | -$168.3K | 0.03 |
| 2026-04 | 18 | 54.2% | 13.2% | $2.50 | $901 | $10.4K | 0.01 |
| 2026-03 | 21 | 52.0% | 9.9% | $2.50 | $2.1K | -$13.6K | 0.57 |
| 2026-02 | 19 | 81.5% | 18.9% | $2.50 | $4.8K | -$45.2K | 1.50 |
| 2026-01 | 20 | 104.1% | 30.9% | $2.50 | $8.2K | -$96.9K | 0.31 |
This archive aggregates STXS's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 STXS 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 33.5%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.05.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
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2014
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2013
2012
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2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
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2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked STXS history questions
- How much options history is available for STXS?
- This archive holds 188 months of STXS options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of STXS'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 STXS archive.
- What data does each monthly STXS aggregate contain?
- Every monthly row summarizes that month of STXS 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 33.5%, an average IV rank of 3.8%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.05.
- How is the STXS options-history archive built and how often does it update?
- The archive is derived from STXS'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 STXS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.