Sunbelt Rentals Holdings Inc (SUNB) Options History
Historical options analytics archive for SUNB with monthly max pain, implied volatility, gamma exposure, and put/call data.
4 months of complete options data available.
SUNB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SUNB. 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 | 16 | 49.9% | - | $80.00 | -$66.1K | $2.4M | 4.41 |
| 2026-05 | 18 | 50.5% | - | $70.00 | $229.1K | -$10.4M | 36.06 |
| 2026-04 | 17 | 49.4% | - | $80.00 | -$52.8K | -$2.9M | 8.12 |
| 2026-03 | 6 | 45.0% | - | $60.00 | $79.7K | -$1.8M | 0.10 |
This archive aggregates SUNB's daily end-of-day options snapshots into monthly summaries, spanning 2026-03 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 SUNB 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 49.9%, a month-end max-pain strike around $80.00, an average put/call ratio of 4.41.
2026
Frequently asked SUNB history questions
- How much options history is available for SUNB?
- This archive holds 4 months of SUNB options analytics, spanning 2026-03 through 2026-06. Each entry is a monthly rollup of SUNB'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 SUNB archive.
- What data does each monthly SUNB aggregate contain?
- Every monthly row summarizes that month of SUNB 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 49.9%, a month-end max-pain strike around $80.00, an average put/call ratio of 4.41.
- How is the SUNB options-history archive built and how often does it update?
- The archive is derived from SUNB'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 SUNB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.