Symbotic Inc. (SYM) Options History
Historical options analytics archive for SYM with monthly max pain, implied volatility, gamma exposure, and put/call data.
49 months of complete options data available.
SYM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SYM. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 20 | 88.5% | 42.4% | $47.50 | $916.4K | -$26.6M | 0.52 |
| 2026-06 | 18 | 70.4% | 16.9% | $45.00 | $1.1M | -$48.9M | 0.53 |
| 2026-05 | 18 | 73.6% | 23.1% | $47.50 | $527.6K | -$32.3M | 0.54 |
| 2026-04 | 19 | 94.7% | 55.9% | $60.00 | $1.1M | -$73.4M | 0.40 |
| 2026-03 | 20 | 75.5% | 26.1% | $50.00 | $774.1K | -$36.8M | 0.47 |
| 2026-02 | 19 | 79.9% | 33.0% | $55.00 | $1.1M | -$45.1M | 0.46 |
This archive aggregates SYM's daily end-of-day options snapshots into monthly summaries, spanning 2022-07 through 2026-07. 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 SYM 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 (2026-07) shows an average ATM implied volatility near 88.5%, a month-end max-pain strike around $47.50, an average put/call ratio of 0.52.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SYM history questions
- How much options history is available for SYM?
- This archive holds 49 months of SYM options analytics, spanning 2022-07 through 2026-07. Each entry is a monthly rollup of SYM'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 SYM archive.
- What data does each monthly SYM aggregate contain?
- Every monthly row summarizes that month of SYM 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, 2026-07 recorded an average ATM implied volatility near 88.5%, an average IV rank of 42.4%, a month-end max-pain strike around $47.50, an average put/call ratio of 0.52.
- How is the SYM options-history archive built and how often does it update?
- The archive is derived from SYM'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 SYM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.