ProShares Ultra Nasdaq Biotechnology (BIB) Options History
Historical options analytics archive for BIB with monthly max pain, implied volatility, gamma exposure, and put/call data.
157 months of complete options data available.
BIB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BIB. 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 | 48.7% | 34.0% | $85.00 | $23.2K | -$1.2M | 1.93 |
| 2026-05 | 20 | 48.2% | 26.2% | $77.00 | $14.1K | -$437.3K | 1.19 |
| 2026-04 | 21 | 48.9% | 21.0% | $65.00 | $11.5K | -$829.4K | 1.02 |
| 2026-03 | 22 | 57.4% | 32.4% | $80.00 | $27.8K | -$974.5K | 0.53 |
| 2026-02 | 19 | 49.6% | 23.5% | $85.00 | $22.9K | -$1.1M | 0.82 |
| 2026-01 | 20 | 47.6% | 21.1% | $70.00 | $27.3K | -$1.3M | 0.73 |
This archive aggregates BIB's daily end-of-day options snapshots into monthly summaries, spanning 2013-06 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 BIB 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 48.7%, a month-end max-pain strike around $85.00, an average put/call ratio of 1.93.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BIB history questions
- How much options history is available for BIB?
- This archive holds 157 months of BIB options analytics, spanning 2013-06 through 2026-06. Each entry is a monthly rollup of BIB'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 BIB archive.
- What data does each monthly BIB aggregate contain?
- Every monthly row summarizes that month of BIB 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 48.7%, an average IV rank of 34.0%, a month-end max-pain strike around $85.00, an average put/call ratio of 1.93.
- How is the BIB options-history archive built and how often does it update?
- The archive is derived from BIB'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 BIB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.