Alerian Energy Infrastructure ETF (ENFR) Options History
Historical options analytics archive for ENFR with monthly max pain, implied volatility, gamma exposure, and put/call data.
59 months of complete options data available.
ENFR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ENFR. 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 | 102.0% | 19.7% | $40.00 | $3.2K | -$81.0K | 0.13 |
| 2026-06 | 21 | 75.4% | 24.9% | $37.00 | $5.2K | -$78.4K | 0.00 |
| 2026-05 | 20 | 21.7% | 32.8% | $37.00 | $3.9K | -$26.6K | 0.05 |
| 2026-04 | 21 | 20.0% | 22.3% | $33.00 | $7.3K | -$70.3K | 0.02 |
| 2026-03 | 22 | 22.2% | 20.3% | $32.00 | $25.3K | -$219.5K | 0.00 |
| 2026-02 | 19 | 20.0% | 15.4% | $34.00 | $8.2K | -$203.4K | 0.00 |
This archive aggregates ENFR's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 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 ENFR 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 102.0%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.13.
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
Frequently asked ENFR history questions
- How much options history is available for ENFR?
- This archive holds 59 months of ENFR options analytics, spanning 2021-09 through 2026-07. Each entry is a monthly rollup of ENFR'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 ENFR archive.
- What data does each monthly ENFR aggregate contain?
- Every monthly row summarizes that month of ENFR 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 102.0%, an average IV rank of 19.7%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.13.
- How is the ENFR options-history archive built and how often does it update?
- The archive is derived from ENFR'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 ENFR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.