iShares MSCI Singapore ETF (EWS) Options History
Historical options analytics archive for EWS with monthly max pain, implied volatility, gamma exposure, and put/call data.
201 months of complete options data available.
EWS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EWS. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 118.0% | 24.2% | $31.00 | $15.3K | -$1.1M | 6.32 |
| 2026-06 | 21 | 33.6% | 5.7% | $29.00 | $72.2K | -$785.9K | 0.09 |
| 2026-05 | 20 | 35.3% | 5.9% | $29.00 | $13.6K | -$229.9K | 0.64 |
| 2026-04 | 21 | 20.4% | 2.2% | $29.00 | $544 | -$146.1K | 2.06 |
| 2026-03 | 21 | 82.6% | 29.7% | $29.00 | $3.5K | -$97.3K | 4.89 |
| 2026-02 | 19 | 19.1% | 9.5% | $29.00 | $70.0K | -$479.9K | 1.06 |
This archive aggregates EWS's daily end-of-day options snapshots into monthly summaries, spanning 2009-11 through 2026-07. 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 EWS 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 (2026-07) shows an average ATM implied volatility near 118.0%, a month-end max-pain strike around $31.00, an average put/call ratio of 6.32.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
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2010
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2009
Frequently asked EWS history questions
- How much options history is available for EWS?
- This archive holds 201 months of EWS options analytics, spanning 2009-11 through 2026-07. Each entry is a monthly rollup of EWS'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 EWS archive.
- What data does each monthly EWS aggregate contain?
- Every monthly row summarizes that month of EWS 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, 2026-07 recorded an average ATM implied volatility near 118.0%, an average IV rank of 24.2%, a month-end max-pain strike around $31.00, an average put/call ratio of 6.32.
- How is the EWS options-history archive built and how often does it update?
- The archive is derived from EWS'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 EWS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.