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.
18 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 50.1% | 11.2% | $51.00 | $13.5M | -$874.0M | 0.42 |
| 2026-08 | 21 | 48.6% | 7.5% | $48.00 | $16.0M | -$1.07B | 0.73 |
| 2026-07 | 22 | 50.4% | 6.9% | $48.00 | $9.4M | -$84.2M | 0.84 |
| 2026-06 | 20 | 54.7% | 14.7% | $42.00 | -$3.3M | $110.9M | 1.38 |
| 2026-05 | 20 | 50.9% | 2.3% | $48.00 | -$4.8M | $42.8M | 0.83 |
| 2026-04 | 21 | 62.3% | 22.0% | $51.00 | -$1.3M | -$127.3M | 0.69 |
This archive aggregates ETHA's daily end-of-day options snapshots into monthly summaries, spanning 2025-04 through 2026-09. 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 (2026-09) shows an average ATM implied volatility near 50.1%, a month-end max-pain strike around $51.00, an average put/call ratio of 0.42.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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 18 months of ETHA options analytics, spanning 2025-04 through 2026-09. 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, 2026-09 recorded an average ATM implied volatility near 50.1%, an average IV rank of 11.2%, a month-end max-pain strike around $51.00, an average put/call ratio of 0.42.
- 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.