iShares International Select Dividend ETF (IDV) Options History
Historical options analytics archive for IDV with monthly max pain, implied volatility, gamma exposure, and put/call data.
175 months of complete options data available.
IDV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IDV. 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 | 40.2% | 8.9% | $44.00 | -$36.5K | $997.7K | 6.89 |
| 2026-05 | 20 | 37.0% | 24.4% | $40.00 | -$59.3K | $3.0M | 7.40 |
| 2026-04 | 21 | 22.6% | 37.8% | $40.00 | -$42.6K | $2.0M | 60.30 |
| 2026-03 | 22 | 23.4% | 39.8% | $42.00 | -$36.1K | -$859.5K | 1.91 |
| 2026-02 | 19 | 17.1% | 24.3% | $44.00 | -$63.3K | -$1.9M | 2.86 |
| 2026-01 | 20 | 17.2% | 24.6% | $42.00 | -$9.1K | -$384.2K | 0.15 |
This archive aggregates IDV's daily end-of-day options snapshots into monthly summaries, spanning 2011-12 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 IDV 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 40.2%, a month-end max-pain strike around $44.00, an average put/call ratio of 6.89.
2026
Jan | Feb | Mar | Apr | May | Jun
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
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
Frequently asked IDV history questions
- How much options history is available for IDV?
- This archive holds 175 months of IDV options analytics, spanning 2011-12 through 2026-06. Each entry is a monthly rollup of IDV'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 IDV archive.
- What data does each monthly IDV aggregate contain?
- Every monthly row summarizes that month of IDV 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 40.2%, an average IV rank of 8.9%, a month-end max-pain strike around $44.00, an average put/call ratio of 6.89.
- How is the IDV options-history archive built and how often does it update?
- The archive is derived from IDV'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 IDV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.