iShares MSCI Italy ETF (EWI) Options History
Historical options analytics archive for EWI with monthly max pain, implied volatility, gamma exposure, and put/call data.
192 months of complete options data available.
EWI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EWI. 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 | 25.5% | 36.9% | $69.00 | $21.4K | -$431.0K | 21.99 |
| 2026-05 | 20 | 30.2% | 53.0% | $69.00 | -$340.1K | -$8.3M | 1.28 |
| 2026-04 | 21 | 28.9% | 44.8% | $54.00 | -$800.8K | $3.3M | 105.62 |
| 2026-03 | 21 | 32.2% | 31.5% | $55.00 | -$16.9K | $1.4M | 27.63 |
| 2026-02 | 19 | 19.8% | 13.2% | $57.00 | -$441.7K | -$3.1M | 30.15 |
| 2026-01 | 20 | 16.7% | 8.7% | $55.00 | -$273.7K | -$2.6M | 15.35 |
This archive aggregates EWI's daily end-of-day options snapshots into monthly summaries, spanning 2010-07 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 EWI 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 25.5%, a month-end max-pain strike around $69.00, an average put/call ratio of 21.99.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
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2017
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2016
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2015
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2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
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2012
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2011
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2010
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked EWI history questions
- How much options history is available for EWI?
- This archive holds 192 months of EWI options analytics, spanning 2010-07 through 2026-06. Each entry is a monthly rollup of EWI'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 EWI archive.
- What data does each monthly EWI aggregate contain?
- Every monthly row summarizes that month of EWI 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 25.5%, an average IV rank of 36.9%, a month-end max-pain strike around $69.00, an average put/call ratio of 21.99.
- How is the EWI options-history archive built and how often does it update?
- The archive is derived from EWI'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 EWI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.