Xtrackers Semiconductor Select Equity ETF (CHPS) Options History
Historical options analytics archive for CHPS with monthly max pain, implied volatility, gamma exposure, and put/call data.
24 months of complete options data available.
CHPS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CHPS. 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 | 15 | 54.1% | 6.8% | $52.00 | $8.1K | -$832.2K | 0.35 |
| 2026-05 | 18 | 42.8% | 4.1% | $52.00 | $7.2K | -$510.0K | 0.29 |
| 2026-04 | 17 | 69.9% | 12.7% | $51.00 | $2.5K | -$160.5K | 0.02 |
| 2026-03 | 22 | 39.0% | 8.4% | $51.00 | -$2.6K | -$1.2K | 0.00 |
| 2026-02 | 19 | 36.1% | 6.5% | $50.00 | $2.1K | -$106.5K | 0.03 |
| 2026-01 | 20 | 34.8% | 5.7% | $45.00 | $1.0K | -$64.5K | 0.13 |
This archive aggregates CHPS's daily end-of-day options snapshots into monthly summaries, spanning 2024-07 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 CHPS 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 54.1%, a month-end max-pain strike around $52.00, an average put/call ratio of 0.35.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked CHPS history questions
- How much options history is available for CHPS?
- This archive holds 24 months of CHPS options analytics, spanning 2024-07 through 2026-06. Each entry is a monthly rollup of CHPS'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 CHPS archive.
- What data does each monthly CHPS aggregate contain?
- Every monthly row summarizes that month of CHPS 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 54.1%, an average IV rank of 6.8%, a month-end max-pain strike around $52.00, an average put/call ratio of 0.35.
- How is the CHPS options-history archive built and how often does it update?
- The archive is derived from CHPS'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 CHPS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.