First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund (GRID) Options History
Historical options analytics archive for GRID with monthly max pain, implied volatility, gamma exposure, and put/call data.
59 months of complete options data available.
GRID monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GRID. 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 | 24.3% | 53.3% | $190.00 | $507.6K | -$9.7M | 0.22 |
| 2026-05 | 20 | 22.4% | 45.4% | $185.00 | $467.3K | -$12.1M | 0.23 |
| 2026-04 | 21 | 23.8% | 37.7% | $175.00 | $284.1K | -$8.7M | 0.84 |
| 2026-03 | 22 | 28.9% | 29.4% | $165.00 | $173.8K | -$2.4M | 0.24 |
| 2026-02 | 19 | 20.4% | 15.2% | $150.00 | $317.2K | -$7.3M | 0.25 |
| 2026-01 | 20 | 17.2% | 9.9% | $155.00 | $194.6K | -$4.2M | 0.14 |
This archive aggregates GRID's daily end-of-day options snapshots into monthly summaries, spanning 2021-08 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 GRID 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 24.3%, a month-end max-pain strike around $190.00, an average put/call ratio of 0.22.
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
Frequently asked GRID history questions
- How much options history is available for GRID?
- This archive holds 59 months of GRID options analytics, spanning 2021-08 through 2026-06. Each entry is a monthly rollup of GRID'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 GRID archive.
- What data does each monthly GRID aggregate contain?
- Every monthly row summarizes that month of GRID 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 24.3%, an average IV rank of 53.3%, a month-end max-pain strike around $190.00, an average put/call ratio of 0.22.
- How is the GRID options-history archive built and how often does it update?
- The archive is derived from GRID'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 GRID's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.