Invesco AI and Next Gen Software ETF (IGPT) Options History
Historical options analytics archive for IGPT with monthly max pain, implied volatility, gamma exposure, and put/call data.
34 months of complete options data available.
IGPT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IGPT. 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 | 46.3% | 5.6% | $85.00 | $89.8K | -$3.6M | 0.09 |
| 2026-05 | 20 | 34.2% | 3.0% | $92.00 | $63.0K | -$3.8M | 0.60 |
| 2026-04 | 21 | 125.8% | 22.7% | $67.00 | $17.5K | -$889.6K | 0.00 |
| 2026-03 | 22 | 70.0% | 20.4% | $64.00 | $6.7K | -$84.9K | 0.30 |
| 2026-02 | 19 | 29.7% | 10.3% | $59.00 | $10.4K | -$301.3K | 1.29 |
| 2026-01 | 20 | 29.9% | 10.5% | $55.00 | $4.2K | -$206.6K | 0.39 |
This archive aggregates IGPT's daily end-of-day options snapshots into monthly summaries, spanning 2023-09 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 IGPT 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 46.3%, a month-end max-pain strike around $85.00, an average put/call ratio of 0.09.
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
Frequently asked IGPT history questions
- How much options history is available for IGPT?
- This archive holds 34 months of IGPT options analytics, spanning 2023-09 through 2026-06. Each entry is a monthly rollup of IGPT'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 IGPT archive.
- What data does each monthly IGPT aggregate contain?
- Every monthly row summarizes that month of IGPT 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 46.3%, an average IV rank of 5.6%, a month-end max-pain strike around $85.00, an average put/call ratio of 0.09.
- How is the IGPT options-history archive built and how often does it update?
- The archive is derived from IGPT'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 IGPT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.