Select STOXX Europe Aerospace & Defense ETF (EUAD) Options History
Historical options analytics archive for EUAD with monthly max pain, implied volatility, gamma exposure, and put/call data.
15 months of complete options data available.
EUAD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EUAD. 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 | 34.6% | 46.1% | $40.00 | $159.2K | -$1.2M | 0.88 |
| 2026-05 | 20 | 40.7% | 58.0% | $40.00 | $169.9K | -$2.9M | 0.85 |
| 2026-04 | 21 | 37.3% | 47.5% | $41.00 | $131.2K | -$1.2M | 0.48 |
| 2026-03 | 21 | 38.6% | 50.4% | $40.00 | $64.8K | $344.0K | 0.62 |
| 2026-02 | 19 | 33.0% | 37.4% | $45.00 | $235.6K | -$4.6M | 0.48 |
| 2026-01 | 20 | 27.0% | 23.3% | $46.00 | $115.9K | -$3.0M | 0.30 |
This archive aggregates EUAD'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 EUAD 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 34.6%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.88.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked EUAD history questions
- How much options history is available for EUAD?
- This archive holds 15 months of EUAD options analytics, spanning 2025-04 through 2026-06. Each entry is a monthly rollup of EUAD'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 EUAD archive.
- What data does each monthly EUAD aggregate contain?
- Every monthly row summarizes that month of EUAD 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 34.6%, an average IV rank of 46.1%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.88.
- How is the EUAD options-history archive built and how often does it update?
- The archive is derived from EUAD'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 EUAD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.