iShares U.S. Consumer Staples ETF (IYK) Options History
Historical options analytics archive for IYK with monthly max pain, implied volatility, gamma exposure, and put/call data.
89 months of complete options data available.
IYK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IYK. 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 | 20 | 22.5% | 16.2% | $72.00 | $21.5K | -$337.5K | 0.00 |
| 2026-05 | 20 | 27.5% | 24.7% | - | $15.8K | -$208.6K | 0.00 |
| 2026-04 | 20 | 23.9% | 22.4% | $67.00 | $28.3K | -$346.7K | 0.01 |
| 2026-03 | 22 | 23.6% | 21.0% | $75.00 | $6.0K | -$57.5K | 0.00 |
| 2026-02 | 19 | 21.7% | 22.7% | $75.00 | $16.4K | -$349.7K | 0.06 |
| 2026-01 | 20 | 23.2% | 25.8% | $67.00 | $12.0K | -$213.4K | 0.00 |
This archive aggregates IYK'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 IYK 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 22.5%, a month-end max-pain strike around $72.00, an average put/call ratio of 0.00.
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
Apr | May | Jun | 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 IYK history questions
- How much options history is available for IYK?
- This archive holds 89 months of IYK options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of IYK'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 IYK archive.
- What data does each monthly IYK aggregate contain?
- Every monthly row summarizes that month of IYK 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 22.5%, an average IV rank of 16.2%, a month-end max-pain strike around $72.00, an average put/call ratio of 0.00.
- How is the IYK options-history archive built and how often does it update?
- The archive is derived from IYK'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 IYK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.