iShares U.S. Home Construction ETF (ITB) Options History
Historical options analytics archive for ITB with monthly max pain, implied volatility, gamma exposure, and put/call data.
223 months of complete options data available.
ITB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ITB. 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 | 31.6% | 57.7% | $100.00 | -$7.2M | $68.6M | 6.69 |
| 2026-06 | 20 | 35.0% | 74.8% | $95.00 | $2.7M | -$68.0M | 0.98 |
| 2026-05 | 19 | 35.4% | 78.5% | $95.00 | $9.9M | -$68.5M | 1.14 |
| 2026-04 | 21 | 34.3% | 58.0% | $98.00 | -$337.6K | $9.5M | 1.01 |
| 2026-03 | 22 | 34.7% | 40.7% | $95.00 | $4.4M | $16.7M | 8.92 |
| 2026-02 | 19 | 32.2% | 33.7% | $110.00 | $4.9M | -$53.4M | 4.27 |
This archive aggregates ITB's daily end-of-day options snapshots into monthly summaries, spanning 2008-01 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 ITB 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 31.6%, a month-end max-pain strike around $100.00, an average put/call ratio of 6.69.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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Frequently asked ITB history questions
- How much options history is available for ITB?
- This archive holds 223 months of ITB options analytics, spanning 2008-01 through 2026-07. Each entry is a monthly rollup of ITB'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 ITB archive.
- What data does each monthly ITB aggregate contain?
- Every monthly row summarizes that month of ITB 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 31.6%, an average IV rank of 57.7%, a month-end max-pain strike around $100.00, an average put/call ratio of 6.69.
- How is the ITB options-history archive built and how often does it update?
- The archive is derived from ITB'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 ITB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.