Smurfit Westrock plc (SW) Options History
Historical options analytics archive for SW with monthly max pain, implied volatility, gamma exposure, and put/call data.
22 months of complete options data available.
SW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SW. 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 | 44.8% | 49.6% | $40.00 | $3.2M | -$53.4M | 0.70 |
| 2026-05 | 18 | 46.3% | 54.2% | $40.00 | $1.7M | -$17.0M | 0.48 |
| 2026-04 | 19 | 50.9% | 58.0% | $40.00 | $269.8K | $742.0K | 0.72 |
| 2026-03 | 21 | 42.8% | 35.1% | $45.00 | $109.7K | -$694.9K | 1.48 |
| 2026-02 | 19 | 43.8% | 36.9% | $45.00 | $515.9K | -$9.5M | 0.68 |
| 2026-01 | 20 | 41.9% | 33.6% | $40.00 | $384.4K | -$5.6M | 0.60 |
This archive aggregates SW's daily end-of-day options snapshots into monthly summaries, spanning 2024-09 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 SW 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 44.8%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.70.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked SW history questions
- How much options history is available for SW?
- This archive holds 22 months of SW options analytics, spanning 2024-09 through 2026-06. Each entry is a monthly rollup of SW'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 SW archive.
- What data does each monthly SW aggregate contain?
- Every monthly row summarizes that month of SW 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 44.8%, an average IV rank of 49.6%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.70.
- How is the SW options-history archive built and how often does it update?
- The archive is derived from SW'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 SW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.