Supernus Pharmaceuticals, Inc. (SUPN) Options History
Historical options analytics archive for SUPN with monthly max pain, implied volatility, gamma exposure, and put/call data.
162 months of complete options data available.
SUPN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SUPN. 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 | 150.1% | 26.1% | $45.00 | -$60.5K | $3.5M | 0.18 |
| 2026-08 | 21 | 127.0% | 23.0% | $45.00 | -$61.0K | $3.3M | 0.61 |
| 2026-07 | 18 | 55.6% | 7.0% | $47.00 | -$56.1K | $2.9M | 0.98 |
| 2026-06 | 17 | 40.0% | 3.8% | $44.00 | -$67.6K | $3.0M | 5.44 |
| 2026-05 | 18 | 45.4% | 5.0% | $42.00 | -$48.8K | $2.3M | 0.60 |
| 2026-04 | 18 | 78.5% | 14.3% | $48.00 | -$37.3K | $2.0M | 3.92 |
This archive aggregates SUPN's daily end-of-day options snapshots into monthly summaries, spanning 2013-04 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 SUPN 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 150.1%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.18.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SUPN history questions
- How much options history is available for SUPN?
- This archive holds 162 months of SUPN options analytics, spanning 2013-04 through 2026-09. Each entry is a monthly rollup of SUPN'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 SUPN archive.
- What data does each monthly SUPN aggregate contain?
- Every monthly row summarizes that month of SUPN 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 150.1%, an average IV rank of 26.1%, a month-end max-pain strike around $45.00, an average put/call ratio of 0.18.
- How is the SUPN options-history archive built and how often does it update?
- The archive is derived from SUPN'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 SUPN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.