Franklin Genomic Advancements ETF (HELX) Options History
Historical options analytics archive for HELX with monthly max pain, implied volatility, gamma exposure, and put/call data.
56 months of complete options data available.
HELX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for HELX. 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 | 34.9% | 12.7% | $41.00 | $256 | -$13.9K | 0.00 |
| 2026-08 | 21 | 33.5% | 7.5% | $35.00 | $1.3K | -$21.7K | 0.60 |
| 2026-07 | 22 | 42.9% | 13.0% | $30.00 | $539 | -$10.3K | 0.00 |
| 2026-06 | 21 | 46.6% | 17.1% | $30.00 | $458 | -$12.9K | 0.25 |
| 2026-05 | 20 | 58.3% | 33.6% | $30.00 | -$28 | -$520 | 0.13 |
| 2026-04 | 21 | 51.1% | 24.4% | $30.00 | -$54 | $205 | 0.83 |
This archive aggregates HELX's daily end-of-day options snapshots into monthly summaries, spanning 2022-02 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 HELX 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 34.9%, a month-end max-pain strike around $41.00, 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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked HELX history questions
- How much options history is available for HELX?
- This archive holds 56 months of HELX options analytics, spanning 2022-02 through 2026-09. Each entry is a monthly rollup of HELX'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 HELX archive.
- What data does each monthly HELX aggregate contain?
- Every monthly row summarizes that month of HELX 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 34.9%, an average IV rank of 12.7%, a month-end max-pain strike around $41.00, an average put/call ratio of 0.00.
- How is the HELX options-history archive built and how often does it update?
- The archive is derived from HELX'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 HELX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.