Standex International Corporation (SXI) Options History
Historical options analytics archive for SXI with monthly max pain, implied volatility, gamma exposure, and put/call data.
167 months of complete options data available.
SXI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SXI. 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 | 35.4% | 59.7% | $350.00 | $153.0K | -$12.5M | 3.40 |
| 2026-05 | 18 | 37.8% | 68.7% | $240.00 | -$25.5K | -$2.0M | 2.15 |
| 2026-04 | 19 | 39.2% | 63.2% | $250.00 | $13.3K | -$1.2M | 4.23 |
| 2026-03 | 20 | 35.7% | 37.6% | $260.00 | $2.2K | -$382.5K | 3.65 |
| 2026-02 | 19 | 32.9% | 32.4% | $250.00 | $5.1K | -$706.8K | 0.93 |
| 2026-01 | 20 | 32.2% | 33.2% | $210.00 | $168.2K | -$2.7M | 1.41 |
This archive aggregates SXI's daily end-of-day options snapshots into monthly summaries, spanning 2012-08 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 SXI 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 35.4%, a month-end max-pain strike around $350.00, an average put/call ratio of 3.40.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
Frequently asked SXI history questions
- How much options history is available for SXI?
- This archive holds 167 months of SXI options analytics, spanning 2012-08 through 2026-06. Each entry is a monthly rollup of SXI'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 SXI archive.
- What data does each monthly SXI aggregate contain?
- Every monthly row summarizes that month of SXI 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 35.4%, an average IV rank of 59.7%, a month-end max-pain strike around $350.00, an average put/call ratio of 3.40.
- How is the SXI options-history archive built and how often does it update?
- The archive is derived from SXI'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 SXI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.