iShares 10+ Year Investment Grade Corporate Bond ETF (IGLB) Options History
Historical options analytics archive for IGLB with monthly max pain, implied volatility, gamma exposure, and put/call data.
96 months of complete options data available.
IGLB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IGLB. 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 | 119.7% | 23.8% | $49.00 | $59.2K | -$117.9K | 2.73 |
| 2026-06 | 21 | 117.7% | 23.3% | $48.00 | $249.1K | -$1.4M | 0.43 |
| 2026-05 | 20 | 90.6% | 18.1% | $48.00 | $176.5K | -$1.2M | 1.52 |
| 2026-04 | 21 | 56.8% | 16.3% | $49.00 | $87.1K | -$825.8K | 0.47 |
| 2026-03 | 22 | 10.7% | 28.4% | $49.00 | $192.4K | -$1.3M | 0.71 |
| 2026-02 | 19 | 6.9% | 13.1% | $51.00 | $319.5K | -$1.3M | 1.07 |
This archive aggregates IGLB's daily end-of-day options snapshots into monthly summaries, spanning 2018-08 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 IGLB 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 119.7%, a month-end max-pain strike around $49.00, an average put/call ratio of 2.73.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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 IGLB history questions
- How much options history is available for IGLB?
- This archive holds 96 months of IGLB options analytics, spanning 2018-08 through 2026-07. Each entry is a monthly rollup of IGLB'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 IGLB archive.
- What data does each monthly IGLB aggregate contain?
- Every monthly row summarizes that month of IGLB 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 119.7%, an average IV rank of 23.8%, a month-end max-pain strike around $49.00, an average put/call ratio of 2.73.
- How is the IGLB options-history archive built and how often does it update?
- The archive is derived from IGLB'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 IGLB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.