Quadratic Interest Rate Volatility and Inflation Hedge ETF (IVOL) Options History
Historical options analytics archive for IVOL with monthly max pain, implied volatility, gamma exposure, and put/call data.
71 months of complete options data available.
IVOL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IVOL. 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 | 20 | 259.7% | 51.5% | $16.00 | $44.6K | -$248.3K | 0.01 |
| 2026-05 | 19 | 429.6% | 90.9% | $16.00 | -$27 | $55.3K | 12.50 |
| 2026-04 | 20 | 351.4% | 87.7% | $17.00 | $22.0K | -$54.9K | 30.48 |
| 2026-03 | 22 | 62.3% | 49.4% | $15.00 | $36.3K | -$193.7K | 3.57 |
| 2026-02 | 19 | 23.6% | 28.5% | $18.00 | $108.0K | -$745.2K | 0.13 |
| 2026-01 | 20 | 24.0% | 23.5% | $17.00 | $151.1K | -$927.9K | 0.82 |
This archive aggregates IVOL's daily end-of-day options snapshots into monthly summaries, spanning 2020-08 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 IVOL 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 259.7%, a month-end max-pain strike around $16.00, an average put/call ratio of 0.01.
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
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
Frequently asked IVOL history questions
- How much options history is available for IVOL?
- This archive holds 71 months of IVOL options analytics, spanning 2020-08 through 2026-06. Each entry is a monthly rollup of IVOL'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 IVOL archive.
- What data does each monthly IVOL aggregate contain?
- Every monthly row summarizes that month of IVOL 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 259.7%, an average IV rank of 51.5%, a month-end max-pain strike around $16.00, an average put/call ratio of 0.01.
- How is the IVOL options-history archive built and how often does it update?
- The archive is derived from IVOL'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 IVOL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.