VanEck J.P. Morgan EM Local Currency Bond ETF (EMLC) Options History
Historical options analytics archive for EMLC with monthly max pain, implied volatility, gamma exposure, and put/call data.
166 months of complete options data available.
EMLC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EMLC. 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 | 58.6% | 42.5% | $26.00 | -$4.2K | $397.0K | 0.07 |
| 2026-05 | 20 | 54.1% | 59.6% | $26.00 | -$18.6K | $547.2K | 0.51 |
| 2026-04 | 21 | 44.4% | 58.9% | $26.00 | $9.7K | $248.7K | 1.30 |
| 2026-03 | 22 | 34.8% | 44.2% | $29.00 | -$23.9K | $1.0M | 30.57 |
| 2026-02 | 19 | 37.3% | 48.0% | $26.00 | $28.2K | -$77.4K | 0.17 |
| 2026-01 | 20 | 41.9% | 55.9% | $26.00 | $12.8K | -$61.5K | 0.11 |
This archive aggregates EMLC's daily end-of-day options snapshots into monthly summaries, spanning 2012-09 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 EMLC 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 58.6%, a month-end max-pain strike around $26.00, an average put/call ratio of 0.07.
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
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
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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
Frequently asked EMLC history questions
- How much options history is available for EMLC?
- This archive holds 166 months of EMLC options analytics, spanning 2012-09 through 2026-06. Each entry is a monthly rollup of EMLC'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 EMLC archive.
- What data does each monthly EMLC aggregate contain?
- Every monthly row summarizes that month of EMLC 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 58.6%, an average IV rank of 42.5%, a month-end max-pain strike around $26.00, an average put/call ratio of 0.07.
- How is the EMLC options-history archive built and how often does it update?
- The archive is derived from EMLC'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 EMLC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.