SurgePays, Inc. (SURG) Options History
Historical options analytics archive for SURG with monthly max pain, implied volatility, gamma exposure, and put/call data.
105 months of complete options data available.
SURG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SURG. 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 | 17 | 20.8% | 0.9% | $5.00 | $0 | $468 | 0.09 |
| 2026-05 | 18 | 20.9% | 0.9% | - | $0 | $12.3K | 0.00 |
| 2026-04 | 18 | 23.3% | 1.4% | $2.50 | $0 | $20.8K | 2.67 |
| 2026-03 | 18 | 184.2% | 46.4% | $2.50 | $0 | $16.1K | 0.00 |
| 2026-02 | 19 | 248.1% | 75.8% | $2.50 | $0 | $37.0K | 0.49 |
| 2026-01 | 20 | 160.4% | 47.0% | $2.50 | $492 | -$26.2K | 1.69 |
This archive aggregates SURG's daily end-of-day options snapshots into monthly summaries, spanning 2011-03 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 SURG 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 20.8%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.09.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SURG history questions
- How much options history is available for SURG?
- This archive holds 105 months of SURG options analytics, spanning 2011-03 through 2026-06. Each entry is a monthly rollup of SURG'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 SURG archive.
- What data does each monthly SURG aggregate contain?
- Every monthly row summarizes that month of SURG 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 20.8%, an average IV rank of 0.9%, a month-end max-pain strike around $5.00, an average put/call ratio of 0.09.
- How is the SURG options-history archive built and how often does it update?
- The archive is derived from SURG'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 SURG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.