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.
234 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 19 | 116.0% | 25.0% | $210.00 | $5.8M | -$44.7M | 0.79 |
| 2026-05 | 19 | 58.4% | 26.2% | $210.00 | $2.6M | -$62.9M | 0.29 |
| 2026-04 | 20 | 15.5% | 29.6% | $200.00 | $4.6M | -$63.8M | 4.39 |
| 2026-03 | 22 | 19.4% | 25.1% | $195.00 | -$11.0M | $58.3M | 10.37 |
| 2026-02 | 19 | 13.5% | 11.6% | $215.00 | -$5.4M | $10.6M | 1.93 |
| 2026-01 | 20 | 12.3% | 8.9% | $185.00 | -$6.3M | $17.6M | 83.40 |
This archive aggregates IWD's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 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 (2026-06) shows an average ATM implied volatility near 116.0%, a month-end max-pain strike around $210.00, an average put/call ratio of 0.79.
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
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 | Apr | 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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked IWD history questions
- How much options history is available for IWD?
- This archive holds 234 months of IWD options analytics, spanning 2007-01 through 2026-06. 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, 2026-06 recorded an average ATM implied volatility near 116.0%, an average IV rank of 25.0%, a month-end max-pain strike around $210.00, an average put/call ratio of 0.79.
- 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.