TCW Artificial Intelligence ETF (AIFD) Options History
Historical options analytics archive for AIFD with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
AIFD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AIFD. 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 | 46.0% | 37.5% | $44.00 | $10.0K | -$522.9K | 0.03 |
| 2026-05 | 20 | 37.1% | 25.1% | - | $12.1K | -$944.1K | 0.00 |
| 2026-04 | 21 | 33.9% | 14.2% | $35.00 | $5.5K | -$419.8K | 0.11 |
| 2026-03 | 22 | 45.1% | 28.7% | - | $4.3K | -$148.6K | 0.00 |
| 2026-02 | 19 | 40.1% | 20.8% | $33.00 | $5.4K | -$203.0K | 0.00 |
| 2026-01 | 20 | 42.7% | 24.8% | $36.00 | $3.7K | -$126.3K | 0.00 |
This archive aggregates AIFD's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 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 AIFD 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 46.0%, a month-end max-pain strike around $44.00, an average put/call ratio of 0.03.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AIFD history questions
- How much options history is available for AIFD?
- This archive holds 13 months of AIFD options analytics, spanning 2025-06 through 2026-06. Each entry is a monthly rollup of AIFD'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 AIFD archive.
- What data does each monthly AIFD aggregate contain?
- Every monthly row summarizes that month of AIFD 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 46.0%, an average IV rank of 37.5%, a month-end max-pain strike around $44.00, an average put/call ratio of 0.03.
- How is the AIFD options-history archive built and how often does it update?
- The archive is derived from AIFD'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 AIFD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.