iShares MSCI Sweden ETF (EWD) Options History
Historical options analytics archive for EWD with monthly max pain, implied volatility, gamma exposure, and put/call data.
208 months of complete options data available.
EWD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EWD. 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 | 30.7% | 18.5% | $61.00 | -$4.9K | $649.2K | 59.33 |
| 2026-05 | 20 | 42.7% | 37.4% | $61.00 | -$50.0K | $2.4M | 35.60 |
| 2026-04 | 21 | 26.1% | 40.5% | $49.00 | -$12.6K | $729.6K | 0.21 |
| 2026-03 | 22 | 35.0% | 46.9% | $45.00 | -$598 | $183.3K | 0.07 |
| 2026-02 | 19 | 23.4% | 24.7% | $47.00 | -$11.4K | -$17.9K | 0.00 |
| 2026-01 | 20 | 23.2% | 24.3% | $49.00 | -$8.6K | $89.2K | 0.47 |
This archive aggregates EWD's daily end-of-day options snapshots into monthly summaries, spanning 2007-06 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 EWD 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 30.7%, a month-end max-pain strike around $61.00, an average put/call ratio of 59.33.
2026
Jan | Feb | Mar | Apr | May | Jun
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
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
2010
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2009
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2008
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2007
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked EWD history questions
- How much options history is available for EWD?
- This archive holds 208 months of EWD options analytics, spanning 2007-06 through 2026-06. Each entry is a monthly rollup of EWD'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 EWD archive.
- What data does each monthly EWD aggregate contain?
- Every monthly row summarizes that month of EWD 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 30.7%, an average IV rank of 18.5%, a month-end max-pain strike around $61.00, an average put/call ratio of 59.33.
- How is the EWD options-history archive built and how often does it update?
- The archive is derived from EWD'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 EWD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.