iShares Nasdaq 100 ETF (IQQ) Options History
Historical options analytics archive for IQQ with monthly max pain, implied volatility, gamma exposure, and put/call data.
3 months of complete options data available.
IQQ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IQQ. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 19.7% | - | $24.00 | $88.0K | -$1.5M | 1.55 |
| 2026-08 | 21 | 29.8% | - | $24.00 | $48.9K | -$850.6K | 1.99 |
| 2026-07 | 7 | 37.1% | - | $24.00 | -$11.7K | -$598.2K | 1.80 |
This archive aggregates IQQ's daily end-of-day options snapshots into monthly summaries, spanning 2026-07 through 2026-09. 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 IQQ 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 (2026-09) shows an average ATM implied volatility near 19.7%, a month-end max-pain strike around $24.00, an average put/call ratio of 1.55.
2026
Frequently asked IQQ history questions
- How much options history is available for IQQ?
- This archive holds 3 months of IQQ options analytics, spanning 2026-07 through 2026-09. Each entry is a monthly rollup of IQQ'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 IQQ archive.
- What data does each monthly IQQ aggregate contain?
- Every monthly row summarizes that month of IQQ 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, 2026-09 recorded an average ATM implied volatility near 19.7%, a month-end max-pain strike around $24.00, an average put/call ratio of 1.55.
- How is the IQQ options-history archive built and how often does it update?
- The archive is derived from IQQ'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 IQQ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.