SPDR Bloomberg International Treasury Bond ETF (BWX) Options History
Historical options analytics archive for BWX with monthly max pain, implied volatility, gamma exposure, and put/call data.
210 months of complete options data available.
BWX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BWX. 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 | 99.5% | 19.7% | - | $4.1K | -$79.3K | 0.00 |
| 2026-06 | 20 | 167.1% | 27.0% | $21.00 | $6.9K | -$74.9K | 0.00 |
| 2026-05 | 20 | 207.8% | 35.6% | $22.00 | $6.7K | -$86.1K | 0.10 |
| 2026-04 | 21 | 187.6% | 36.9% | $18.00 | $5.2K | -$83.2K | 0.58 |
| 2026-03 | 21 | 185.6% | 37.1% | $22.00 | $18.1K | -$153.6K | 0.00 |
| 2026-02 | 19 | 43.1% | 30.2% | - | $15.7K | -$273.6K | 0.00 |
This archive aggregates BWX's daily end-of-day options snapshots into monthly summaries, spanning 2009-02 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 BWX 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 99.5%, an average put/call ratio of 0.00.
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
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
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BWX history questions
- How much options history is available for BWX?
- This archive holds 210 months of BWX options analytics, spanning 2009-02 through 2026-07. Each entry is a monthly rollup of BWX'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 BWX archive.
- What data does each monthly BWX aggregate contain?
- Every monthly row summarizes that month of BWX 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 99.5%, an average IV rank of 19.7%, an average put/call ratio of 0.00.
- How is the BWX options-history archive built and how often does it update?
- The archive is derived from BWX'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 BWX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.