iShares MSCI South Korea ETF (EWY) Options History
Historical options analytics archive for EWY with monthly max pain, implied volatility, gamma exposure, and put/call data.
231 months of complete options data available.
EWY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for EWY. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 20 | 44.9% | 31.9% | $180.00 | $52.1M | -$1.94B | 1.02 |
| 2026-08 | 20 | 54.5% | 46.0% | $170.00 | $109.0M | -$2.62B | 1.14 |
| 2026-07 | 22 | 79.0% | 81.2% | $170.00 | $7.3M | $6.7M | 2.17 |
| 2026-06 | 21 | 83.5% | 93.6% | $180.00 | -$17.8M | -$1.95B | 2.95 |
| 2026-05 | 20 | 63.3% | 67.1% | $150.00 | -$1.5M | -$3.43B | 2.59 |
| 2026-04 | 21 | 53.5% | 51.2% | $135.00 | $80.4M | -$2.36B | 0.90 |
This archive aggregates EWY's daily end-of-day options snapshots into monthly summaries, spanning 2007-07 through 2026-09. 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 EWY 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 (2026-09) shows an average ATM implied volatility near 44.9%, a month-end max-pain strike around $180.00, an average put/call ratio of 1.02.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked EWY history questions
- How much options history is available for EWY?
- This archive holds 231 months of EWY options analytics, spanning 2007-07 through 2026-09. Each entry is a monthly rollup of EWY'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 EWY archive.
- What data does each monthly EWY aggregate contain?
- Every monthly row summarizes that month of EWY 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, 2026-09 recorded an average ATM implied volatility near 44.9%, an average IV rank of 31.9%, a month-end max-pain strike around $180.00, an average put/call ratio of 1.02.
- How is the EWY options-history archive built and how often does it update?
- The archive is derived from EWY'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 EWY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.