Savara Inc. (SVRA) Options History
Historical options analytics archive for SVRA with monthly max pain, implied volatility, gamma exposure, and put/call data.
105 months of complete options data available.
SVRA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SVRA. 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 | 19 | 236.3% | 46.8% | $5.00 | $7.1K | -$565.0K | 20.64 |
| 2026-05 | 18 | 182.2% | 35.6% | $5.00 | -$43 | -$286.4K | 26.72 |
| 2026-04 | 19 | 179.4% | 35.1% | $5.00 | -$9.8K | $40.5K | 2.49 |
| 2026-03 | 21 | 209.4% | 42.1% | $5.00 | $8.3K | -$401.2K | 20.31 |
| 2026-02 | 19 | 197.5% | 42.0% | $6.00 | -$1.4K | -$164.2K | 4.61 |
| 2026-01 | 20 | 119.0% | 25.3% | $5.00 | $10.3K | -$566.3K | 0.18 |
This archive aggregates SVRA's daily end-of-day options snapshots into monthly summaries, spanning 2017-10 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 SVRA 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 236.3%, a month-end max-pain strike around $5.00, an average put/call ratio of 20.64.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Frequently asked SVRA history questions
- How much options history is available for SVRA?
- This archive holds 105 months of SVRA options analytics, spanning 2017-10 through 2026-06. Each entry is a monthly rollup of SVRA'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 SVRA archive.
- What data does each monthly SVRA aggregate contain?
- Every monthly row summarizes that month of SVRA 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 236.3%, an average IV rank of 46.8%, a month-end max-pain strike around $5.00, an average put/call ratio of 20.64.
- How is the SVRA options-history archive built and how often does it update?
- The archive is derived from SVRA'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 SVRA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.