NEOS Russell 2000 High Income ETF (IWMI) Options History
Historical options analytics archive for IWMI with monthly max pain, implied volatility, gamma exposure, and put/call data.
20 months of complete options data available.
IWMI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IWMI. 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 | 18.7% | 2.3% | $53.00 | $149.6K | -$3.0M | 2.63 |
| 2026-05 | 18 | 16.5% | 1.8% | $52.00 | $157.7K | -$2.0M | 1.19 |
| 2026-04 | 20 | 72.7% | 15.2% | $50.00 | $237.5K | -$1.8M | 1.95 |
| 2026-03 | 22 | 20.8% | 13.3% | $48.00 | $101.3K | -$180.4K | 2.14 |
| 2026-02 | 19 | 18.1% | 10.3% | $50.00 | $30.7K | -$212.9K | 1.59 |
| 2026-01 | 20 | 14.2% | 6.0% | $51.00 | -$26.0K | $180.5K | 2.38 |
This archive aggregates IWMI's daily end-of-day options snapshots into monthly summaries, spanning 2024-11 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 IWMI 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 18.7%, a month-end max-pain strike around $53.00, an average put/call ratio of 2.63.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Frequently asked IWMI history questions
- How much options history is available for IWMI?
- This archive holds 20 months of IWMI options analytics, spanning 2024-11 through 2026-06. Each entry is a monthly rollup of IWMI'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 IWMI archive.
- What data does each monthly IWMI aggregate contain?
- Every monthly row summarizes that month of IWMI 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 18.7%, an average IV rank of 2.3%, a month-end max-pain strike around $53.00, an average put/call ratio of 2.63.
- How is the IWMI options-history archive built and how often does it update?
- The archive is derived from IWMI'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 IWMI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.