iShares MSCI Emerging Markets ex China ETF (EMXC) Options History
Historical options analytics archive for EMXC with monthly max pain, implied volatility, gamma exposure, and put/call data.
66 months of complete options data available.
EMXC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EMXC. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 38.5% | 72.7% | $93.00 | $39.1K | -$3.1M | 0.46 |
| 2026-06 | 21 | 38.5% | 78.7% | $100.00 | $63.7K | -$5.3M | 1.80 |
| 2026-05 | 20 | 30.0% | 65.1% | $94.00 | $96.5K | -$7.6M | 0.22 |
| 2026-04 | 21 | 27.2% | 44.3% | $80.00 | $108.4K | -$5.4M | 1.09 |
| 2026-03 | 22 | 32.7% | 33.2% | $74.00 | $87.6K | -$1.9M | 0.80 |
| 2026-02 | 19 | 21.1% | 16.6% | $55.00 | $135.6K | -$4.7M | 0.06 |
This archive aggregates EMXC's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 through 2026-07. 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 EMXC 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 (2026-07) shows an average ATM implied volatility near 38.5%, a month-end max-pain strike around $93.00, an average put/call ratio of 0.46.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked EMXC history questions
- How much options history is available for EMXC?
- This archive holds 66 months of EMXC options analytics, spanning 2021-02 through 2026-07. Each entry is a monthly rollup of EMXC'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 EMXC archive.
- What data does each monthly EMXC aggregate contain?
- Every monthly row summarizes that month of EMXC 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, 2026-07 recorded an average ATM implied volatility near 38.5%, an average IV rank of 72.7%, a month-end max-pain strike around $93.00, an average put/call ratio of 0.46.
- How is the EMXC options-history archive built and how often does it update?
- The archive is derived from EMXC'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 EMXC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.