Northern Trust Morningstar Global Upstream Natural Resources ETF (GUNR) Options History
Historical options analytics archive for GUNR with monthly max pain, implied volatility, gamma exposure, and put/call data.
117 months of complete options data available.
GUNR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for GUNR. 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 | 21 | 20.6% | 2.5% | $55.00 | $16.6K | -$211.8K | 0.00 |
| 2026-08 | 21 | 20.1% | 2.2% | $50.00 | $79.9K | -$659.0K | 0.17 |
| 2026-07 | 22 | 33.6% | 4.8% | $53.00 | $31.9K | -$264.7K | 0.08 |
| 2026-06 | 21 | 42.8% | 2.7% | $53.00 | $15.4K | -$64.8K | 1.50 |
| 2026-05 | 20 | 81.5% | 14.9% | $56.00 | $30.7K | -$511.1K | 0.04 |
| 2026-04 | 21 | 141.1% | 23.7% | $55.00 | $18.1K | -$407.1K | 0.64 |
This archive aggregates GUNR's daily end-of-day options snapshots into monthly summaries, spanning 2013-02 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 GUNR 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 20.6%, a month-end max-pain strike around $55.00, an average put/call ratio of 0.00.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Feb | Mar | Apr | May | Jun | Jul
Frequently asked GUNR history questions
- How much options history is available for GUNR?
- This archive holds 117 months of GUNR options analytics, spanning 2013-02 through 2026-09. Each entry is a monthly rollup of GUNR'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 GUNR archive.
- What data does each monthly GUNR aggregate contain?
- Every monthly row summarizes that month of GUNR 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 20.6%, an average IV rank of 2.5%, a month-end max-pain strike around $55.00, an average put/call ratio of 0.00.
- How is the GUNR options-history archive built and how often does it update?
- The archive is derived from GUNR'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 GUNR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.