iShares Large Cap Value Active ETF (BLCV) Options History
Historical options analytics archive for BLCV with monthly max pain, implied volatility, gamma exposure, and put/call data.
14 months of complete options data available.
BLCV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BLCV. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 39.7% | 15.7% | - | $256 | -$6.8K | - |
| 2026-06 | 21 | 38.9% | 12.2% | - | $270 | -$5.4K | - |
| 2026-05 | 20 | 43.6% | 18.9% | - | $254 | -$4.3K | 0.00 |
| 2026-04 | 21 | 38.8% | 12.9% | - | $226 | -$3.9K | - |
| 2026-03 | 22 | 43.2% | 17.7% | - | $160 | -$2.4K | - |
| 2026-02 | 19 | 38.8% | 13.1% | - | $194 | -$3.6K | 0.00 |
This archive aggregates BLCV's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 through 2026-07. 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 BLCV 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 (2026-07) shows an average ATM implied volatility near 39.7%.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul