iShares Ethereum Trust ETF (ETHA) Options History
Historical options analytics archive for ETHA with monthly max pain, implied volatility, gamma exposure, and put/call data.
15 months of complete options data available.
ETHA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ETHA. 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 | 20 | 54.7% | 14.1% | $14.00 | -$3.3M | $110.9M | 1.38 |
| 2026-05 | 20 | 50.9% | 1.1% | $16.00 | -$4.8M | $42.8M | 0.83 |
| 2026-04 | 21 | 62.3% | 16.9% | $17.00 | -$1.3M | -$127.3M | 0.69 |
| 2026-03 | 22 | 71.9% | 35.6% | $17.50 | $4.0M | -$34.5M | 0.68 |
| 2026-02 | 19 | 73.8% | 43.8% | $19.00 | -$5.4M | $161.0M | 0.65 |
| 2026-01 | 20 | 57.1% | 4.9% | $24.00 | -$4.5M | $209.8M | 0.66 |
This archive aggregates ETHA's daily end-of-day options snapshots into monthly summaries, spanning 2025-04 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 ETHA 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 54.7%, a month-end max-pain strike around $14.00, an average put/call ratio of 1.38.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ETHA history questions
- How much options history is available for ETHA?
- This archive holds 15 months of ETHA options analytics, spanning 2025-04 through 2026-06. Each entry is a monthly rollup of ETHA'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 ETHA archive.
- What data does each monthly ETHA aggregate contain?
- Every monthly row summarizes that month of ETHA 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 54.7%, an average IV rank of 14.1%, a month-end max-pain strike around $14.00, an average put/call ratio of 1.38.
- How is the ETHA options-history archive built and how often does it update?
- The archive is derived from ETHA'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 ETHA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.