VanEck Intermediate Muni ETF (ITM) Options History
Historical options analytics archive for ITM with monthly max pain, implied volatility, gamma exposure, and put/call data.
145 months of complete options data available.
ITM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ITM. 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 | 70.5% | 14.5% | $43.00 | $742 | $2.6K | 0.31 |
| 2026-08 | 21 | 17.1% | 3.3% | $45.00 | $21.1K | -$202.5K | 0.00 |
| 2026-07 | 22 | 4.2% | 0.6% | $42.00 | $66.9K | -$247.9K | 0.00 |
| 2026-06 | 20 | 100.6% | 20.8% | $48.00 | $11.2K | -$12.7K | 0.50 |
| 2026-05 | 19 | 5.6% | 1.2% | - | -$25.9K | $23.5K | 0.00 |
| 2026-04 | 21 | 84.6% | 17.8% | $47.00 | -$13.5K | $37.3K | 2.08 |
This archive aggregates ITM's daily end-of-day options snapshots into monthly summaries, spanning 2014-08 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 ITM 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 70.5%, a month-end max-pain strike around $43.00, an average put/call ratio of 0.31.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Frequently asked ITM history questions
- How much options history is available for ITM?
- This archive holds 145 months of ITM options analytics, spanning 2014-08 through 2026-09. Each entry is a monthly rollup of ITM'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 ITM archive.
- What data does each monthly ITM aggregate contain?
- Every monthly row summarizes that month of ITM 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 70.5%, an average IV rank of 14.5%, a month-end max-pain strike around $43.00, an average put/call ratio of 0.31.
- How is the ITM options-history archive built and how often does it update?
- The archive is derived from ITM'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 ITM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.