Global X - Cloud Computing ETF (CLOU) Options History
Historical options analytics archive for CLOU with monthly max pain, implied volatility, gamma exposure, and put/call data.
71 months of complete options data available.
CLOU monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CLOU. 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 | 52.7% | 11.1% | $20.00 | $11.7K | -$364.0K | 6.98 |
| 2026-05 | 17 | 59.0% | 14.7% | $20.00 | $22.9K | -$940.7K | 1.23 |
| 2026-04 | 16 | 37.1% | 13.4% | $18.00 | $6.3K | -$246.5K | 0.67 |
| 2026-03 | 22 | 43.1% | 51.4% | $19.00 | $4.5K | -$149.7K | 0.08 |
| 2026-02 | 19 | 37.0% | 53.1% | $20.00 | $30.9K | -$47.8K | 10.21 |
| 2026-01 | 20 | 30.7% | 41.0% | $21.00 | $12.6K | $69.3K | 0.60 |
This archive aggregates CLOU's daily end-of-day options snapshots into monthly summaries, spanning 2020-08 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 CLOU 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 52.7%, a month-end max-pain strike around $20.00, an average put/call ratio of 6.98.
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
Frequently asked CLOU history questions
- How much options history is available for CLOU?
- This archive holds 71 months of CLOU options analytics, spanning 2020-08 through 2026-06. Each entry is a monthly rollup of CLOU'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 CLOU archive.
- What data does each monthly CLOU aggregate contain?
- Every monthly row summarizes that month of CLOU 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 52.7%, an average IV rank of 11.1%, a month-end max-pain strike around $20.00, an average put/call ratio of 6.98.
- How is the CLOU options-history archive built and how often does it update?
- The archive is derived from CLOU'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 CLOU's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.