First Trust RBA American Industrial RenaissanceTM ETF (AIRR) Options History
Historical options analytics archive for AIRR with monthly max pain, implied volatility, gamma exposure, and put/call data.
64 months of complete options data available.
AIRR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AIRR. 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 | 46.0% | 9.5% | $110.00 | $60.3K | -$516.8K | 1.64 |
| 2026-08 | 21 | 52.6% | 20.0% | $119.00 | $10.8K | $6.5K | 0.65 |
| 2026-07 | 22 | 29.9% | 45.3% | $115.00 | $75.2K | -$789.7K | 0.16 |
| 2026-06 | 21 | 31.9% | 37.2% | $123.00 | $158.1K | -$2.6M | 0.29 |
| 2026-05 | 20 | 29.8% | 27.1% | $125.00 | $149.4K | -$2.3M | 0.28 |
| 2026-04 | 21 | 30.1% | 25.7% | $100.00 | $149.0K | -$3.1M | 0.75 |
This archive aggregates AIRR's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 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 AIRR 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 46.0%, a month-end max-pain strike around $110.00, an average put/call ratio of 1.64.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AIRR history questions
- How much options history is available for AIRR?
- This archive holds 64 months of AIRR options analytics, spanning 2021-06 through 2026-09. Each entry is a monthly rollup of AIRR'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 AIRR archive.
- What data does each monthly AIRR aggregate contain?
- Every monthly row summarizes that month of AIRR 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 46.0%, an average IV rank of 9.5%, a month-end max-pain strike around $110.00, an average put/call ratio of 1.64.
- How is the AIRR options-history archive built and how often does it update?
- The archive is derived from AIRR'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 AIRR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.