Global X - MSCI Colombia ETF (COLO) Options History
Historical options analytics archive for COLO with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
COLO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for COLO. 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 | 19 | 61.1% | 11.1% | $40.00 | $1.7M | -$19.7M | 0.38 |
| 2026-05 | 16 | 63.1% | 13.9% | $38.00 | $3.1M | -$49.7M | 0.25 |
| 2026-04 | 15 | 32.4% | 28.2% | $41.00 | $579.8K | -$11.7M | 8.16 |
| 2026-03 | 18 | 38.5% | 37.9% | $39.00 | $718.4K | -$13.8M | 2.67 |
| 2026-02 | 19 | 32.0% | 27.6% | $40.00 | $185.3K | -$3.3M | 3.98 |
| 2026-01 | 20 | 31.6% | 23.6% | $40.00 | $276.3K | -$6.5M | 0.25 |
This archive aggregates COLO's daily end-of-day options snapshots into monthly summaries, spanning 2025-07 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 COLO 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 61.1%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.38.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked COLO history questions
- How much options history is available for COLO?
- This archive holds 12 months of COLO options analytics, spanning 2025-07 through 2026-06. Each entry is a monthly rollup of COLO'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 COLO archive.
- What data does each monthly COLO aggregate contain?
- Every monthly row summarizes that month of COLO 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 61.1%, an average IV rank of 11.1%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.38.
- How is the COLO options-history archive built and how often does it update?
- The archive is derived from COLO'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 COLO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.