iShares Global Tech ETF (IXN) Options History
Historical options analytics archive for IXN with monthly max pain, implied volatility, gamma exposure, and put/call data.
111 months of complete options data available.
IXN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IXN. 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 | 50.3% | 25.1% | $141.00 | -$37.0K | -$610.2K | 7.80 |
| 2026-05 | 19 | 27.4% | 47.8% | $141.00 | -$13.6K | -$1.2M | 5.26 |
| 2026-04 | 20 | 27.0% | 36.0% | $110.00 | -$5.0K | -$876.2K | 2.88 |
| 2026-03 | 22 | 30.2% | 26.6% | $102.00 | -$1.1K | $40.4K | 1.62 |
| 2026-02 | 19 | 26.4% | 20.3% | $84.25 | $37.2K | -$1.1M | 0.25 |
| 2026-01 | 20 | 23.9% | 16.3% | $105.00 | $24.4K | -$1.1M | 0.16 |
This archive aggregates IXN'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 IXN 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 50.3%, a month-end max-pain strike around $141.00, an average put/call ratio of 7.80.
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
Jul | Aug | Sep | Oct | Nov | Dec
2009
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 IXN history questions
- How much options history is available for IXN?
- This archive holds 111 months of IXN options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of IXN'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 IXN archive.
- What data does each monthly IXN aggregate contain?
- Every monthly row summarizes that month of IXN 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 50.3%, an average IV rank of 25.1%, a month-end max-pain strike around $141.00, an average put/call ratio of 7.80.
- How is the IXN options-history archive built and how often does it update?
- The archive is derived from IXN'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 IXN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.