iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT) Options History
Historical options analytics archive for IDGT with monthly max pain, implied volatility, gamma exposure, and put/call data.
29 months of complete options data available.
IDGT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IDGT. 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 | 30.2% | 84.9% | $120.00 | $21.4K | -$345.4K | 0.45 |
| 2026-05 | 20 | 23.5% | 59.0% | $111.00 | $12.2K | -$1.2M | 4.54 |
| 2026-04 | 21 | 21.8% | 42.1% | $118.00 | $18.7K | -$585.8K | 6.45 |
| 2026-03 | 22 | 23.8% | 31.3% | $97.00 | -$4.6K | $32.8K | 0.16 |
| 2026-02 | 19 | 21.8% | 27.0% | $84.00 | $127 | -$72.1K | 0.00 |
| 2026-01 | 20 | 19.3% | 22.0% | $88.00 | -$215 | $123.0K | 0.00 |
This archive aggregates IDGT's daily end-of-day options snapshots into monthly summaries, spanning 2024-02 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 IDGT 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 30.2%, a month-end max-pain strike around $120.00, an average put/call ratio of 0.45.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked IDGT history questions
- How much options history is available for IDGT?
- This archive holds 29 months of IDGT options analytics, spanning 2024-02 through 2026-06. Each entry is a monthly rollup of IDGT'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 IDGT archive.
- What data does each monthly IDGT aggregate contain?
- Every monthly row summarizes that month of IDGT 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 30.2%, an average IV rank of 84.9%, a month-end max-pain strike around $120.00, an average put/call ratio of 0.45.
- How is the IDGT options-history archive built and how often does it update?
- The archive is derived from IDGT'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 IDGT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.