State Street SPDR S&P Global Natural Resources ETF (GNR) Options History
Historical options analytics archive for GNR with monthly max pain, implied volatility, gamma exposure, and put/call data.
150 months of complete options data available.
GNR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GNR. 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 | 254.1% | 63.9% | $70.00 | $57.5K | -$460.2K | 2.13 |
| 2026-05 | 20 | 26.1% | 45.7% | - | $35.9K | -$1.0M | 0.00 |
| 2026-04 | 21 | 24.9% | 33.3% | $73.00 | $22.1K | -$644.3K | 0.10 |
| 2026-03 | 22 | 30.4% | 28.1% | $72.00 | $24.6K | -$731.5K | 1.97 |
| 2026-02 | 19 | 24.1% | 19.1% | $55.00 | $17.4K | -$645.4K | 0.02 |
| 2026-01 | 20 | 24.6% | 19.9% | $65.00 | $11.4K | -$381.8K | 0.83 |
This archive aggregates GNR's daily end-of-day options snapshots into monthly summaries, spanning 2014-01 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 GNR 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 254.1%, a month-end max-pain strike around $70.00, an average put/call ratio of 2.13.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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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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Frequently asked GNR history questions
- How much options history is available for GNR?
- This archive holds 150 months of GNR options analytics, spanning 2014-01 through 2026-06. Each entry is a monthly rollup of GNR'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 GNR archive.
- What data does each monthly GNR aggregate contain?
- Every monthly row summarizes that month of GNR 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 254.1%, an average IV rank of 63.9%, a month-end max-pain strike around $70.00, an average put/call ratio of 2.13.
- How is the GNR options-history archive built and how often does it update?
- The archive is derived from GNR'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 GNR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.