Vanguard Long-Term Bond ETF (BLV) Options History
Historical options analytics archive for BLV with monthly max pain, implied volatility, gamma exposure, and put/call data.
184 months of complete options data available.
BLV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BLV. 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 | 22.2% | 4.7% | $67.00 | $180.0K | -$672.6K | 1.34 |
| 2026-05 | 20 | 58.0% | 15.7% | $67.00 | $370.2K | -$653.4K | 0.24 |
| 2026-04 | 21 | 8.6% | 12.1% | $69.00 | $50.9K | $55.4K | 0.15 |
| 2026-03 | 22 | 10.5% | 18.8% | $70.00 | $76.2K | -$377.9K | 2.92 |
| 2026-02 | 19 | 7.5% | 7.9% | $69.00 | $308.3K | -$1.8M | 0.75 |
| 2026-01 | 20 | 8.4% | 11.2% | $69.00 | $327.7K | -$992.3K | 1.36 |
This archive aggregates BLV's daily end-of-day options snapshots into monthly summaries, spanning 2007-04 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 BLV 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 22.2%, a month-end max-pain strike around $67.00, an average put/call ratio of 1.34.
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
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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
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2012
2008
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2007
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BLV history questions
- How much options history is available for BLV?
- This archive holds 184 months of BLV options analytics, spanning 2007-04 through 2026-06. Each entry is a monthly rollup of BLV'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 BLV archive.
- What data does each monthly BLV aggregate contain?
- Every monthly row summarizes that month of BLV 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 22.2%, an average IV rank of 4.7%, a month-end max-pain strike around $67.00, an average put/call ratio of 1.34.
- How is the BLV options-history archive built and how often does it update?
- The archive is derived from BLV'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 BLV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.