FT Vest Gold Strategy Target Income ETF (IGLD) Options History
Historical options analytics archive for IGLD with monthly max pain, implied volatility, gamma exposure, and put/call data.
49 months of complete options data available.
IGLD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IGLD. 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 | 378.0% | 79.2% | $20.00 | -$36.8K | $443.3K | 21.76 |
| 2026-05 | 20 | 20.1% | 6.3% | $23.00 | -$1.0K | $15.4K | 3.11 |
| 2026-04 | 21 | 35.3% | 12.3% | $25.00 | $2.4K | -$23.1K | 0.81 |
| 2026-03 | 22 | 35.2% | 9.7% | $26.00 | $2.0K | -$24.6K | 1.38 |
| 2026-02 | 19 | 34.2% | 8.5% | $28.00 | $5.5K | -$86.0K | 0.28 |
| 2026-01 | 20 | 39.8% | 10.5% | $24.00 | $2.8K | -$44.6K | 0.54 |
This archive aggregates IGLD's daily end-of-day options snapshots into monthly summaries, spanning 2022-06 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 IGLD 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 378.0%, a month-end max-pain strike around $20.00, an average put/call ratio of 21.76.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked IGLD history questions
- How much options history is available for IGLD?
- This archive holds 49 months of IGLD options analytics, spanning 2022-06 through 2026-06. Each entry is a monthly rollup of IGLD'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 IGLD archive.
- What data does each monthly IGLD aggregate contain?
- Every monthly row summarizes that month of IGLD 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 378.0%, an average IV rank of 79.2%, a month-end max-pain strike around $20.00, an average put/call ratio of 21.76.
- How is the IGLD options-history archive built and how often does it update?
- The archive is derived from IGLD'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 IGLD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.