iShares MSCI France ETF (EWQ) Options History
Historical options analytics archive for EWQ with monthly max pain, implied volatility, gamma exposure, and put/call data.
179 months of complete options data available.
EWQ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EWQ. 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 | 31.7% | 10.2% | $54.00 | $20.8K | $5.5M | 161.12 |
| 2026-05 | 20 | 34.7% | 11.7% | $47.00 | $583.5K | -$10.1M | 6.25 |
| 2026-04 | 21 | 36.5% | 12.6% | $44.00 | $805.0K | -$7.1M | 4.71 |
| 2026-03 | 21 | 43.9% | 51.5% | $46.00 | $415.1K | -$3.2M | 16.76 |
| 2026-02 | 19 | 20.9% | 20.3% | $46.00 | $347.5K | -$15.0M | 11.11 |
| 2026-01 | 20 | 25.9% | 30.4% | $45.00 | $295.3K | -$6.3M | 1.82 |
This archive aggregates EWQ's daily end-of-day options snapshots into monthly summaries, spanning 2011-08 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 EWQ 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 31.7%, a month-end max-pain strike around $54.00, an average put/call ratio of 161.12.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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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
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2011
Frequently asked EWQ history questions
- How much options history is available for EWQ?
- This archive holds 179 months of EWQ options analytics, spanning 2011-08 through 2026-06. Each entry is a monthly rollup of EWQ'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 EWQ archive.
- What data does each monthly EWQ aggregate contain?
- Every monthly row summarizes that month of EWQ 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 31.7%, an average IV rank of 10.2%, a month-end max-pain strike around $54.00, an average put/call ratio of 161.12.
- How is the EWQ options-history archive built and how often does it update?
- The archive is derived from EWQ'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 EWQ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.