iShares Bitcoin Trust ETF (IBIT) Options History
Historical options analytics archive for IBIT with monthly max pain, implied volatility, gamma exposure, and put/call data.
21 months of complete options data available.
IBIT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IBIT. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 36.9% | 9.1% | $35.00 | $3.6M | $271.5M | 0.64 |
| 2026-06 | 21 | 42.3% | 19.7% | $37.00 | -$88.0M | $1.98B | 1.33 |
| 2026-05 | 20 | 37.2% | 9.7% | $44.00 | -$6.3M | $241.7M | 0.63 |
| 2026-04 | 20 | 43.9% | 22.6% | $42.00 | $69.0M | -$1.49B | 0.54 |
| 2026-03 | 22 | 52.0% | 38.4% | $40.00 | $914.9K | $376.7M | 0.73 |
| 2026-02 | 19 | 53.3% | 44.7% | $42.00 | -$43.9M | $1.62B | 1.01 |
This archive aggregates IBIT's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 through 2026-07. 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 IBIT 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 (2026-07) shows an average ATM implied volatility near 36.9%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.64.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked IBIT history questions
- How much options history is available for IBIT?
- This archive holds 21 months of IBIT options analytics, spanning 2024-11 through 2026-07. Each entry is a monthly rollup of IBIT'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 IBIT archive.
- What data does each monthly IBIT aggregate contain?
- Every monthly row summarizes that month of IBIT 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, 2026-07 recorded an average ATM implied volatility near 36.9%, an average IV rank of 9.1%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.64.
- How is the IBIT options-history archive built and how often does it update?
- The archive is derived from IBIT'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 IBIT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.