Sypris Solutions, Inc. (SYPR) Options History
Historical options analytics archive for SYPR with monthly max pain, implied volatility, gamma exposure, and put/call data.
105 months of complete options data available.
SYPR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SYPR. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 51.8% | 8.5% | $2.50 | $27 | $5.6K | 0.47 |
| 2026-08 | 21 | 86.2% | 18.0% | $2.50 | $126 | -$1.2K | 0.88 |
| 2026-07 | 19 | 118.5% | 27.5% | $2.50 | $44 | $781 | 0.07 |
| 2026-06 | 18 | 140.2% | 34.6% | $2.50 | $114 | -$9.1K | 25.91 |
| 2026-05 | 18 | 92.7% | 21.6% | $2.50 | $147 | -$91.2K | 0.16 |
| 2026-04 | 19 | 100.1% | 23.8% | $2.50 | $231 | -$80.6K | 0.01 |
This archive aggregates SYPR's daily end-of-day options snapshots into monthly summaries, spanning 2012-08 through 2026-09. 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 SYPR 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 (2026-09) shows an average ATM implied volatility near 51.8%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.47.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Frequently asked SYPR history questions
- How much options history is available for SYPR?
- This archive holds 105 months of SYPR options analytics, spanning 2012-08 through 2026-09. Each entry is a monthly rollup of SYPR'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 SYPR archive.
- What data does each monthly SYPR aggregate contain?
- Every monthly row summarizes that month of SYPR 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, 2026-09 recorded an average ATM implied volatility near 51.8%, an average IV rank of 8.5%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.47.
- How is the SYPR options-history archive built and how often does it update?
- The archive is derived from SYPR'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 SYPR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.