R2000 Weekly Distribution ETF (IWMY) Options History
Historical options analytics archive for IWMY with monthly max pain, implied volatility, gamma exposure, and put/call data.
27 months of complete options data available.
IWMY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IWMY. 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 | 67.6% | 38.0% | $21.00 | -$3.4K | $92.4K | 0.17 |
| 2026-05 | 18 | 64.9% | 54.0% | $21.00 | -$3.1K | $90.2K | 0.80 |
| 2026-04 | 21 | 44.8% | 40.8% | $21.00 | -$4.9K | $93.4K | 5.73 |
| 2026-03 | 22 | 48.4% | 40.4% | $24.00 | -$5.7K | $340.0K | 1.46 |
| 2026-02 | 19 | 41.4% | 32.7% | $20.00 | -$4.9K | $206.6K | 4.01 |
| 2026-01 | 20 | 43.2% | 34.5% | $21.00 | -$5.5K | $205.6K | 2.55 |
This archive aggregates IWMY's daily end-of-day options snapshots into monthly summaries, spanning 2024-04 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 IWMY 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 67.6%, a month-end max-pain strike around $21.00, an average put/call ratio of 0.17.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked IWMY history questions
- How much options history is available for IWMY?
- This archive holds 27 months of IWMY options analytics, spanning 2024-04 through 2026-06. Each entry is a monthly rollup of IWMY'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 IWMY archive.
- What data does each monthly IWMY aggregate contain?
- Every monthly row summarizes that month of IWMY 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 67.6%, an average IV rank of 38.0%, a month-end max-pain strike around $21.00, an average put/call ratio of 0.17.
- How is the IWMY options-history archive built and how often does it update?
- The archive is derived from IWMY'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 IWMY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.