iShares Core MSCI Europe ETF (IEUR) Options History
Historical options analytics archive for IEUR with monthly max pain, implied volatility, gamma exposure, and put/call data.
95 months of complete options data available.
IEUR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IEUR. 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 | 24.3% | 2.8% | $84.00 | -$17.1K | $644.5K | 0.07 |
| 2026-05 | 20 | 28.7% | 4.1% | $84.00 | -$439 | $345.8K | 58.65 |
| 2026-04 | 21 | 44.5% | 10.0% | $70.00 | $33.4K | -$647.0K | 2.17 |
| 2026-03 | 22 | 26.3% | 27.9% | $73.00 | $16.5K | -$268.8K | 0.51 |
| 2026-02 | 19 | 17.8% | 13.0% | $67.00 | $23.7K | -$619.6K | 0.01 |
| 2026-01 | 20 | 19.7% | 16.3% | $71.00 | $27.4K | -$526.5K | 0.01 |
This archive aggregates IEUR's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 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 IEUR 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 24.3%, a month-end max-pain strike around $84.00, an average put/call ratio of 0.07.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Frequently asked IEUR history questions
- How much options history is available for IEUR?
- This archive holds 95 months of IEUR options analytics, spanning 2018-08 through 2026-06. Each entry is a monthly rollup of IEUR'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 IEUR archive.
- What data does each monthly IEUR aggregate contain?
- Every monthly row summarizes that month of IEUR 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 24.3%, an average IV rank of 2.8%, a month-end max-pain strike around $84.00, an average put/call ratio of 0.07.
- How is the IEUR options-history archive built and how often does it update?
- The archive is derived from IEUR'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 IEUR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.