Global X - Autonomous & Electric Vehicles ETF (DRIV) Options History
Historical options analytics archive for DRIV with monthly max pain, implied volatility, gamma exposure, and put/call data.
164 months of complete options data available.
DRIV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for DRIV. 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 | 21 | 39.5% | 10.9% | $40.00 | $8.5K | -$247.2K | 0.08 |
| 2026-05 | 20 | 36.4% | 9.7% | - | $34.1K | -$1.8M | 0.00 |
| 2026-04 | 21 | 58.4% | 24.5% | $23.00 | $47.8K | -$882.6K | 0.00 |
| 2026-03 | 22 | 62.2% | 46.2% | $31.00 | $12.1K | -$171.9K | 0.00 |
| 2026-02 | 19 | 40.7% | 29.5% | $24.00 | $10.9K | -$468.3K | 0.00 |
| 2026-01 | 20 | 39.1% | 28.0% | $32.00 | $13.9K | -$474.9K | 0.17 |
This archive aggregates DRIV's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 DRIV 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 39.5%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.08.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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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
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2021
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2020
2015
2014
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2013
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2012
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2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
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2009
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2008
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2007
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Frequently asked DRIV history questions
- How much options history is available for DRIV?
- This archive holds 164 months of DRIV options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of DRIV'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 DRIV archive.
- What data does each monthly DRIV aggregate contain?
- Every monthly row summarizes that month of DRIV 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 39.5%, an average IV rank of 10.9%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.08.
- How is the DRIV options-history archive built and how often does it update?
- The archive is derived from DRIV'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 DRIV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.