Global X - Cybersecurity ETF (BUG) Options History
Historical options analytics archive for BUG with monthly max pain, implied volatility, gamma exposure, and put/call data.
66 months of complete options data available.
BUG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BUG. 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 | 41.4% | 77.6% | $40.00 | $720.2K | -$36.6M | 0.63 |
| 2026-06 | 20 | 43.0% | 85.1% | $31.00 | $817.9K | -$44.5M | 0.26 |
| 2026-05 | 20 | 36.5% | 72.6% | $31.00 | $829.4K | -$67.9M | 0.33 |
| 2026-04 | 21 | 38.9% | 67.0% | $25.00 | $771.5K | -$14.8M | 0.55 |
| 2026-03 | 21 | 37.3% | 37.8% | $25.00 | $4.1M | -$48.3M | 0.37 |
| 2026-02 | 19 | 28.6% | 23.3% | $26.00 | $2.9M | -$52.7M | 0.42 |
This archive aggregates BUG's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 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 BUG 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 41.4%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.63.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BUG history questions
- How much options history is available for BUG?
- This archive holds 66 months of BUG options analytics, spanning 2021-02 through 2026-07. Each entry is a monthly rollup of BUG'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 BUG archive.
- What data does each monthly BUG aggregate contain?
- Every monthly row summarizes that month of BUG 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, 2026-07 recorded an average ATM implied volatility near 41.4%, an average IV rank of 77.6%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.63.
- How is the BUG options-history archive built and how often does it update?
- The archive is derived from BUG'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 BUG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.