Global X - Blockchain ETF (BKCH) Options History
Historical options analytics archive for BKCH with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
BKCH monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BKCH. 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 | 74.5% | 48.0% | $84.00 | -$6.8K | $636.0K | 1.50 |
| 2026-05 | 20 | 72.4% | 37.0% | $84.00 | $14.0K | -$956.5K | 2.09 |
| 2026-04 | 21 | 75.2% | 34.0% | $65.00 | $11.0K | -$55.7K | 2.97 |
| 2026-03 | 22 | 82.1% | 30.2% | $90.00 | -$23.2K | $2.8M | 0.50 |
| 2026-02 | 19 | 82.5% | 30.7% | $70.00 | -$27.1K | $2.9M | 0.39 |
| 2026-01 | 20 | 73.2% | 20.6% | $73.00 | -$30.6K | $2.4M | 3.07 |
This archive aggregates BKCH's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 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 BKCH 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 74.5%, a month-end max-pain strike around $84.00, an average put/call ratio of 1.50.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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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
Frequently asked BKCH history questions
- How much options history is available for BKCH?
- This archive holds 58 months of BKCH options analytics, spanning 2021-09 through 2026-06. Each entry is a monthly rollup of BKCH'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 BKCH archive.
- What data does each monthly BKCH aggregate contain?
- Every monthly row summarizes that month of BKCH 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 74.5%, an average IV rank of 48.0%, a month-end max-pain strike around $84.00, an average put/call ratio of 1.50.
- How is the BKCH options-history archive built and how often does it update?
- The archive is derived from BKCH'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 BKCH's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.