iShares MSCI Poland ETF (EPOL) Options History
Historical options analytics archive for EPOL with monthly max pain, implied volatility, gamma exposure, and put/call data.
38 months of complete options data available.
EPOL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EPOL. 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 | 36.2% | 18.4% | $35.00 | $76.8K | -$1.6M | 0.89 |
| 2026-05 | 20 | 43.0% | 19.2% | $44.00 | $54.7K | -$2.1M | 0.72 |
| 2026-04 | 21 | 40.3% | 14.2% | $40.00 | $55.0K | -$1.4M | 1.99 |
| 2026-03 | 21 | 49.3% | 18.8% | $36.00 | $45.5K | -$1.2M | 3.49 |
| 2026-02 | 19 | 45.5% | 16.7% | $37.00 | $56.3K | -$1.7M | 0.81 |
| 2026-01 | 20 | 40.0% | 13.8% | $36.00 | $51.1K | -$1.5M | 1.61 |
This archive aggregates EPOL's daily end-of-day options snapshots into monthly summaries, spanning 2017-09 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 EPOL 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 36.2%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.89.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Frequently asked EPOL history questions
- How much options history is available for EPOL?
- This archive holds 38 months of EPOL options analytics, spanning 2017-09 through 2026-06. Each entry is a monthly rollup of EPOL'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 EPOL archive.
- What data does each monthly EPOL aggregate contain?
- Every monthly row summarizes that month of EPOL 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 36.2%, an average IV rank of 18.4%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.89.
- How is the EPOL options-history archive built and how often does it update?
- The archive is derived from EPOL'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 EPOL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.