Goldman Sachs S&P 500 Premium Income ETF (GPIX) Options History
Historical options analytics archive for GPIX with monthly max pain, implied volatility, gamma exposure, and put/call data.
29 months of complete options data available.
GPIX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GPIX. 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 | 23.3% | 13.1% | $55.00 | $378.9K | -$1.8M | 1.50 |
| 2026-05 | 20 | 14.4% | 17.8% | $55.00 | $226.7K | -$2.3M | 2.42 |
| 2026-04 | 21 | 18.8% | 22.7% | $52.00 | $168.5K | -$1.5M | 1.99 |
| 2026-03 | 22 | 17.1% | 14.9% | $51.00 | -$179.3K | $1.2M | 5.98 |
| 2026-02 | 19 | 16.2% | 13.6% | $53.00 | -$68.3K | $122.3K | 3.15 |
| 2026-01 | 20 | 10.5% | 6.3% | $53.00 | $28.7K | -$226.7K | 7.22 |
This archive aggregates GPIX's daily end-of-day options snapshots into monthly summaries, spanning 2024-02 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 GPIX 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 23.3%, a month-end max-pain strike around $55.00, an average put/call ratio of 1.50.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked GPIX history questions
- How much options history is available for GPIX?
- This archive holds 29 months of GPIX options analytics, spanning 2024-02 through 2026-06. Each entry is a monthly rollup of GPIX'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 GPIX archive.
- What data does each monthly GPIX aggregate contain?
- Every monthly row summarizes that month of GPIX 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 23.3%, an average IV rank of 13.1%, a month-end max-pain strike around $55.00, an average put/call ratio of 1.50.
- How is the GPIX options-history archive built and how often does it update?
- The archive is derived from GPIX'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 GPIX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.