SUI Group Holdings Limited (SUIG) Options History
Historical options analytics archive for SUIG with monthly max pain, implied volatility, gamma exposure, and put/call data.
10 months of complete options data available.
SUIG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SUIG. 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 | 14 | 172.4% | 37.6% | $0.50 | $1.9K | -$189.4K | 15.72 |
| 2026-05 | 17 | 29.1% | 2.0% | $0.50 | $2.9K | -$415.0K | 0.16 |
| 2026-04 | 17 | 50.0% | 6.6% | $2.50 | $2.2K | -$337.0K | 0.15 |
| 2026-03 | 20 | 199.9% | 34.5% | $2.00 | $2.8K | -$312.5K | 1.01 |
| 2026-02 | 19 | 257.4% | - | $2.00 | $6.3K | -$519.0K | 8.73 |
| 2026-01 | 20 | 150.8% | - | $2.00 | $6.1K | -$393.2K | 0.69 |
This archive aggregates SUIG's daily end-of-day options snapshots into monthly summaries, spanning 2025-09 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 SUIG 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 172.4%, a month-end max-pain strike around $0.50, an average put/call ratio of 15.72.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked SUIG history questions
- How much options history is available for SUIG?
- This archive holds 10 months of SUIG options analytics, spanning 2025-09 through 2026-06. Each entry is a monthly rollup of SUIG'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 SUIG archive.
- What data does each monthly SUIG aggregate contain?
- Every monthly row summarizes that month of SUIG 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 172.4%, an average IV rank of 37.6%, a month-end max-pain strike around $0.50, an average put/call ratio of 15.72.
- How is the SUIG options-history archive built and how often does it update?
- The archive is derived from SUIG'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 SUIG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.