iShares MSCI Indonesia ETF (EIDO) Options History
Historical options analytics archive for EIDO with monthly max pain, implied volatility, gamma exposure, and put/call data.
131 months of complete options data available.
EIDO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EIDO. 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 | 164.3% | 31.6% | $12.00 | -$31.3K | $610.8K | 0.92 |
| 2026-05 | 20 | 145.9% | 27.6% | $15.00 | -$31.9K | $1.1M | 8.21 |
| 2026-04 | 21 | 223.9% | 52.3% | $16.00 | -$27.3K | $574.3K | 2.62 |
| 2026-03 | 22 | 108.4% | 44.2% | $18.00 | -$27.6K | $824.4K | 81.67 |
| 2026-02 | 19 | 34.7% | 28.6% | $18.00 | $23.6K | -$538.9K | 1.26 |
| 2026-01 | 20 | 31.9% | 24.9% | $18.00 | $35.8K | -$496.8K | 7.73 |
This archive aggregates EIDO's daily end-of-day options snapshots into monthly summaries, spanning 2015-08 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 EIDO 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 164.3%, a month-end max-pain strike around $12.00, an average put/call ratio of 0.92.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Frequently asked EIDO history questions
- How much options history is available for EIDO?
- This archive holds 131 months of EIDO options analytics, spanning 2015-08 through 2026-06. Each entry is a monthly rollup of EIDO'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 EIDO archive.
- What data does each monthly EIDO aggregate contain?
- Every monthly row summarizes that month of EIDO 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 164.3%, an average IV rank of 31.6%, a month-end max-pain strike around $12.00, an average put/call ratio of 0.92.
- How is the EIDO options-history archive built and how often does it update?
- The archive is derived from EIDO'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 EIDO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.