Silvercorp Metals Inc. (SVM) Options History
Historical options analytics archive for SVM with monthly max pain, implied volatility, gamma exposure, and put/call data.
147 months of complete options data available.
SVM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SVM. 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 | 18 | 75.5% | 64.4% | $10.00 | $247.3K | -$16.3M | 0.33 |
| 2026-05 | 18 | 73.6% | 36.3% | $10.00 | $348.1K | -$32.7M | 0.54 |
| 2026-04 | 19 | 73.8% | 29.1% | $12.50 | $323.7K | -$30.0M | 0.31 |
| 2026-03 | 20 | 82.6% | 35.2% | $7.50 | $491.7K | -$35.2M | 0.28 |
| 2026-02 | 19 | 84.8% | 36.8% | $12.50 | $779.8K | -$78.1M | 0.47 |
| 2026-01 | 20 | 76.1% | 30.7% | $10.00 | $326.9K | -$33.0M | 0.15 |
This archive aggregates SVM's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 SVM 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 75.5%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.33.
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
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2021
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2020
2015
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2014
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2013
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2012
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2011
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2010
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2009
2007
Jan | Feb | Mar | Apr | May | Jun | Jul
Frequently asked SVM history questions
- How much options history is available for SVM?
- This archive holds 147 months of SVM options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of SVM'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 SVM archive.
- What data does each monthly SVM aggregate contain?
- Every monthly row summarizes that month of SVM 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 75.5%, an average IV rank of 64.4%, a month-end max-pain strike around $10.00, an average put/call ratio of 0.33.
- How is the SVM options-history archive built and how often does it update?
- The archive is derived from SVM'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 SVM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.