NEOS Gold High Income ETF (IAUI) Options History
Historical options analytics archive for IAUI with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
IAUI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IAUI. 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 | 16.2% | 3.1% | $51.00 | -$208.2K | $3.0M | 2.86 |
| 2026-08 | 21 | 19.2% | 3.7% | $53.00 | -$206.7K | $1.3M | 3.84 |
| 2026-07 | 22 | 88.5% | 18.4% | $50.00 | -$66.4K | $1.3M | 4.16 |
| 2026-06 | 21 | 19.6% | 4.0% | $52.00 | -$126.8K | $2.1M | 2.74 |
| 2026-05 | 20 | 41.5% | 22.8% | $55.00 | -$170.0K | $1.3M | 2.33 |
| 2026-04 | 20 | 22.4% | 59.0% | $59.00 | -$65.1K | $579.3K | 2.78 |
This archive aggregates IAUI's daily end-of-day options snapshots into monthly summaries, spanning 2025-09 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 IAUI 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 16.2%, a month-end max-pain strike around $51.00, an average put/call ratio of 2.86.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked IAUI history questions
- How much options history is available for IAUI?
- This archive holds 13 months of IAUI options analytics, spanning 2025-09 through 2026-09. Each entry is a monthly rollup of IAUI'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 IAUI archive.
- What data does each monthly IAUI aggregate contain?
- Every monthly row summarizes that month of IAUI 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 16.2%, an average IV rank of 3.1%, a month-end max-pain strike around $51.00, an average put/call ratio of 2.86.
- How is the IAUI options-history archive built and how often does it update?
- The archive is derived from IAUI'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 IAUI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.