iShares U.S. Pharmaceuticals ETF (IHE) Options History
Historical options analytics archive for IHE with monthly max pain, implied volatility, gamma exposure, and put/call data.
130 months of complete options data available.
IHE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IHE. 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 | 20.0% | 30.7% | $65.00 | $639.7K | -$6.9M | 0.09 |
| 2026-05 | 20 | 22.5% | 38.1% | $65.00 | $30.3K | -$712.6K | 0.85 |
| 2026-04 | 21 | 22.4% | 33.1% | $87.00 | $21.1K | -$483.1K | 0.70 |
| 2026-03 | 22 | 23.8% | 27.8% | $91.00 | $13.4K | -$338.7K | 2.25 |
| 2026-02 | 19 | 20.1% | 21.0% | $91.00 | -$1.5K | -$514.0K | 0.31 |
| 2026-01 | 20 | 21.0% | 23.0% | $85.00 | $6.4K | -$422.9K | 0.10 |
This archive aggregates IHE's daily end-of-day options snapshots into monthly summaries, spanning 2015-09 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 IHE 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 20.0%, a month-end max-pain strike around $65.00, an average put/call ratio of 0.09.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
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2022
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2021
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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
Frequently asked IHE history questions
- How much options history is available for IHE?
- This archive holds 130 months of IHE options analytics, spanning 2015-09 through 2026-06. Each entry is a monthly rollup of IHE'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 IHE archive.
- What data does each monthly IHE aggregate contain?
- Every monthly row summarizes that month of IHE 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 20.0%, an average IV rank of 30.7%, a month-end max-pain strike around $65.00, an average put/call ratio of 0.09.
- How is the IHE options-history archive built and how often does it update?
- The archive is derived from IHE'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 IHE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.