Latham Group, Inc. (SWIM) Options History
Historical options analytics archive for SWIM with monthly max pain, implied volatility, gamma exposure, and put/call data.
86 months of complete options data available.
SWIM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SWIM. 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 | 103.4% | 20.0% | $7.50 | $137 | -$11.3K | 1.08 |
| 2026-05 | 18 | 108.3% | 21.1% | - | $103 | -$8.6K | 3.33 |
| 2026-04 | 19 | 106.0% | 17.9% | $7.50 | -$3.1K | $44.6K | 16.67 |
| 2026-03 | 21 | 131.0% | 26.6% | - | $37 | $779 | 43.06 |
| 2026-02 | 19 | 98.3% | 19.5% | $12.50 | $69 | -$896 | 0.08 |
| 2026-01 | 20 | 99.2% | 19.7% | $5.00 | $66 | -$1.2K | 0.00 |
This archive aggregates SWIM's daily end-of-day options snapshots into monthly summaries, spanning 2007-02 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 SWIM 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 103.4%, a month-end max-pain strike around $7.50, an average put/call ratio of 1.08.
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
2009
Jan | Feb | Mar | Apr | May | Jun
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SWIM history questions
- How much options history is available for SWIM?
- This archive holds 86 months of SWIM options analytics, spanning 2007-02 through 2026-06. Each entry is a monthly rollup of SWIM'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 SWIM archive.
- What data does each monthly SWIM aggregate contain?
- Every monthly row summarizes that month of SWIM 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 103.4%, an average IV rank of 20.0%, a month-end max-pain strike around $7.50, an average put/call ratio of 1.08.
- How is the SWIM options-history archive built and how often does it update?
- The archive is derived from SWIM'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 SWIM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.