iShares MSCI Emerging Markets ETF (EEM) Options History
Historical options analytics archive for EEM with monthly max pain, implied volatility, gamma exposure, and put/call data.
233 months of complete options data available.
EEM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EEM. 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 |
|---|---|---|---|---|---|---|---|
| 2026-05 | 20 | 27.0% | 48.4% | $65.00 | $99.6M | -$6.25B | 1.56 |
| 2026-04 | 21 | 27.3% | 49.4% | $60.00 | $323.3M | -$4.96B | 1.53 |
| 2026-03 | 21 | 31.8% | 64.8% | $58.00 | -$127.5M | $2.76B | 1.36 |
| 2026-02 | 19 | 21.0% | 28.0% | $57.00 | $373.7M | -$7.27B | 0.75 |
| 2026-01 | 20 | 16.9% | 14.1% | $57.00 | $340.1M | -$4.64B | 0.65 |
| 2025-12 | 22 | 15.6% | 10.1% | $54.00 | $128.6M | -$1.07B | 1.37 |
This archive aggregates EEM's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-05. 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 EEM 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 (2026-05) shows an average ATM implied volatility near 27.0%, a month-end max-pain strike around $65.00, an average put/call ratio of 1.56.
2026
2025
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2024
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2023
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2022
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2021
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2020
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2019
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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
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2008
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2007
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Frequently asked EEM history questions
- How much options history is available for EEM?
- This archive holds 233 months of EEM options analytics, spanning 2007-01 through 2026-05. Each entry is a monthly rollup of EEM'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 EEM archive.
- What data does each monthly EEM aggregate contain?
- Every monthly row summarizes that month of EEM 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, 2026-05 recorded an average ATM implied volatility near 27.0%, an average IV rank of 48.4%, a month-end max-pain strike around $65.00, an average put/call ratio of 1.56.
- How is the EEM options-history archive built and how often does it update?
- The archive is derived from EEM'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 EEM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.