iShares Russell 1000 Value ETF (IWD) Options History
Historical options analytics archive for IWD with monthly max pain, implied volatility, gamma exposure, and put/call data.
237 months of complete options data available.
IWD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IWD. 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 | 96.0% | 20.5% | $255.00 | $2.7M | -$34.0M | 1.63 |
| 2026-08 | 20 | 77.6% | 16.5% | $255.00 | $6.7M | -$59.0M | 0.90 |
| 2026-07 | 19 | 86.5% | 18.5% | $250.00 | $2.4M | -$54.2M | 0.78 |
| 2026-06 | 19 | 116.0% | 25.7% | $210.00 | $5.8M | -$44.7M | 0.79 |
| 2026-05 | 19 | 58.4% | 30.5% | $210.00 | $2.6M | -$62.9M | 0.29 |
| 2026-04 | 20 | 15.5% | 46.2% | $200.00 | $4.6M | -$63.8M | 4.39 |
This archive aggregates IWD's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 IWD 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 96.0%, a month-end max-pain strike around $255.00, an average put/call ratio of 1.63.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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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2007
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Frequently asked IWD history questions
- How much options history is available for IWD?
- This archive holds 237 months of IWD options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of IWD'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 IWD archive.
- What data does each monthly IWD aggregate contain?
- Every monthly row summarizes that month of IWD 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 96.0%, an average IV rank of 20.5%, a month-end max-pain strike around $255.00, an average put/call ratio of 1.63.
- How is the IWD options-history archive built and how often does it update?
- The archive is derived from IWD'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 IWD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.