Sixth Street Specialty Lending, Inc. (TSLX) Options History
Historical options analytics archive for TSLX with monthly max pain, implied volatility, gamma exposure, and put/call data.
129 months of complete options data available.
TSLX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TSLX. 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 | 21 | 87.5% | 17.5% | $17.50 | $26.3K | $1.1M | 19.33 |
| 2026-05 | 19 | 80.5% | 15.5% | $15.00 | -$150.5K | $3.5M | 2.38 |
| 2026-04 | 21 | 204.7% | 40.4% | $17.50 | $170.9K | -$1.5M | 6.21 |
| 2026-03 | 22 | 149.4% | 53.4% | $17.50 | $39.1K | $908.2K | 1.88 |
| 2026-02 | 19 | 33.9% | 31.6% | $20.00 | -$145.8K | $4.6M | 5.48 |
| 2026-01 | 20 | 27.6% | 20.9% | $22.50 | $195.4K | -$1.5M | 0.92 |
This archive aggregates TSLX's daily end-of-day options snapshots into monthly summaries, spanning 2015-10 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 TSLX 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 87.5%, a month-end max-pain strike around $17.50, an average put/call ratio of 19.33.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
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2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Frequently asked TSLX history questions
- How much options history is available for TSLX?
- This archive holds 129 months of TSLX options analytics, spanning 2015-10 through 2026-06. Each entry is a monthly rollup of TSLX'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 TSLX archive.
- What data does each monthly TSLX aggregate contain?
- Every monthly row summarizes that month of TSLX 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 87.5%, an average IV rank of 17.5%, a month-end max-pain strike around $17.50, an average put/call ratio of 19.33.
- How is the TSLX options-history archive built and how often does it update?
- The archive is derived from TSLX'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 TSLX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.