State Street SPDR S&P Global Infrastructure ETF (GII) Options History
Historical options analytics archive for GII with monthly max pain, implied volatility, gamma exposure, and put/call data.
72 months of complete options data available.
GII monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GII. 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 | 17.7% | 3.0% | $78.00 | -$32.6K | $242.3K | - |
| 2026-05 | 20 | 18.9% | 3.3% | $78.00 | -$19.0K | $235.9K | 0.00 |
| 2026-04 | 21 | 20.8% | 2.9% | $74.00 | -$34.2K | $137.0K | 0.14 |
| 2026-03 | 22 | 44.7% | 13.2% | $66.00 | -$590 | -$4.3K | - |
| 2026-02 | 19 | 14.6% | 4.7% | $72.00 | -$99 | -$7.6K | - |
| 2026-01 | 20 | 15.9% | 5.7% | - | $103 | -$7.0K | - |
This archive aggregates GII's daily end-of-day options snapshots into monthly summaries, spanning 2007-02 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 GII 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 17.7%, a month-end max-pain strike around $78.00.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked GII history questions
- How much options history is available for GII?
- This archive holds 72 months of GII options analytics, spanning 2007-02 through 2026-06. Each entry is a monthly rollup of GII'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 GII archive.
- What data does each monthly GII aggregate contain?
- Every monthly row summarizes that month of GII 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 17.7%, an average IV rank of 3.0%, a month-end max-pain strike around $78.00.
- How is the GII options-history archive built and how often does it update?
- The archive is derived from GII'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 GII's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.