SunocoCorp LLC (SUNC) Options History
Historical options analytics archive for SUNC with monthly max pain, implied volatility, gamma exposure, and put/call data.
6 months of complete options data available.
SUNC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SUNC. 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 | 66.5% | - | $75.00 | $580 | $8.1K | 0.00 |
| 2026-08 | 21 | 60.7% | - | $75.00 | $1.2K | -$40.2K | 0.42 |
| 2026-07 | 17 | 33.0% | - | $75.00 | $5.4K | -$63.8K | 0.17 |
| 2026-06 | 16 | 52.5% | - | $60.00 | $1.8K | -$67.6K | 0.01 |
| 2026-05 | 18 | 40.4% | - | - | -$1.3K | $34.5K | 0.06 |
| 2026-04 | 9 | 53.7% | - | $50.00 | $1.4K | -$15.6K | 0.00 |
This archive aggregates SUNC's daily end-of-day options snapshots into monthly summaries, spanning 2026-04 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 SUNC 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 66.5%, a month-end max-pain strike around $75.00, an average put/call ratio of 0.00.