Avantis International Equity ETF (AVDE) Options History
Historical options analytics archive for AVDE with monthly max pain, implied volatility, gamma exposure, and put/call data.
50 months of complete options data available.
AVDE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AVDE. 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 | 15.5% | 1.4% | $102.00 | $3.6K | -$36.9K | 0.00 |
| 2026-08 | 21 | 13.6% | 1.0% | $95.00 | $12.0K | -$88.0K | 0.00 |
| 2026-07 | 21 | 83.6% | 15.3% | $83.00 | $5.7K | -$172.6K | 0.00 |
| 2026-06 | 21 | 21.5% | 2.4% | $95.00 | $9.4K | -$133.2K | 0.00 |
| 2026-05 | 20 | 179.4% | 34.8% | - | $6.3K | -$157.4K | 0.33 |
| 2026-04 | 21 | 248.0% | 44.9% | $78.00 | $5.8K | -$130.8K | 0.00 |
This archive aggregates AVDE's daily end-of-day options snapshots into monthly summaries, spanning 2022-08 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 AVDE 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 15.5%, a month-end max-pain strike around $102.00, an average put/call ratio of 0.00.
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
Frequently asked AVDE history questions
- How much options history is available for AVDE?
- This archive holds 50 months of AVDE options analytics, spanning 2022-08 through 2026-09. Each entry is a monthly rollup of AVDE'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 AVDE archive.
- What data does each monthly AVDE aggregate contain?
- Every monthly row summarizes that month of AVDE 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 15.5%, an average IV rank of 1.4%, a month-end max-pain strike around $102.00, an average put/call ratio of 0.00.
- How is the AVDE options-history archive built and how often does it update?
- The archive is derived from AVDE'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 AVDE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.