iShares Russell 2000 ETF (IWM) Options History
Historical options analytics archive for IWM with monthly max pain, implied volatility, gamma exposure, and put/call data.
233 months of complete options data available.
IWM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IWM. 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 |
|---|---|---|---|---|---|---|---|
| 2026-05 | 19 | 22.0% | 30.9% | $282.00 | $256.7M | -$22.40B | 1.68 |
| 2026-04 | 20 | 23.9% | 30.4% | $269.00 | -$259.2M | -$16.97B | 1.89 |
| 2026-03 | 22 | 29.4% | 37.3% | $253.00 | -$1.67B | $13.91B | 2.01 |
| 2026-02 | 19 | 23.1% | 19.2% | $255.00 | -$2.39B | $2.72B | 1.71 |
| 2026-01 | 20 | 19.3% | 8.1% | $260.00 | -$3.63B | $3.14B | 1.53 |
| 2025-12 | 22 | 18.6% | 3.5% | $245.00 | -$2.02B | $391.9M | 1.24 |
This archive aggregates IWM's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-05. 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 IWM 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 (2026-05) shows an average ATM implied volatility near 22.0%, a month-end max-pain strike around $282.00, an average put/call ratio of 1.68.
2026
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 IWM history questions
- How much options history is available for IWM?
- This archive holds 233 months of IWM options analytics, spanning 2007-01 through 2026-05. Each entry is a monthly rollup of IWM'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 IWM archive.
- What data does each monthly IWM aggregate contain?
- Every monthly row summarizes that month of IWM 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, 2026-05 recorded an average ATM implied volatility near 22.0%, an average IV rank of 30.9%, a month-end max-pain strike around $282.00, an average put/call ratio of 1.68.
- How is the IWM options-history archive built and how often does it update?
- The archive is derived from IWM'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 IWM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.