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.
61 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 31.9% | 33.0% | $123.00 | $158.1K | -$2.6M | 0.29 |
| 2026-05 | 20 | 29.8% | 20.0% | $125.00 | $149.4K | -$2.3M | 0.28 |
| 2026-04 | 21 | 30.1% | 20.5% | $100.00 | $149.0K | -$3.1M | 0.75 |
| 2026-03 | 22 | 34.0% | 26.5% | $105.00 | $50.7K | -$947.3K | 0.30 |
| 2026-02 | 19 | 25.7% | 13.8% | $100.00 | $93.9K | -$2.2M | 0.10 |
| 2026-01 | 20 | 22.4% | 8.6% | $87.00 | $108.0K | -$2.9M | 0.13 |
This archive aggregates AIRR's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 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 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 (2026-06) shows an average ATM implied volatility near 31.9%, a month-end max-pain strike around $123.00, an average put/call ratio of 0.29.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AIRR history questions
- How much options history is available for AIRR?
- This archive holds 61 months of AIRR options analytics, spanning 2021-06 through 2026-06. 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, 2026-06 recorded an average ATM implied volatility near 31.9%, an average IV rank of 33.0%, a month-end max-pain strike around $123.00, an average put/call ratio of 0.29.
- 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.