iShares Dow Jones U.S. ETF (IYY) Options History
Historical options analytics archive for IYY with monthly max pain, implied volatility, gamma exposure, and put/call data.
113 months of complete options data available.
IYY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IYY. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 12.4% | 0.9% | $185.00 | $7.0K | -$57.1K | 0.00 |
| 2026-08 | 21 | 11.8% | 0.7% | $170.00 | $16.8K | -$457.6K | 1.00 |
| 2026-07 | 19 | 15.8% | 2.1% | $196.00 | $20.6K | -$263.2K | 0.50 |
| 2026-06 | 18 | 37.0% | 18.4% | $176.00 | $16.1K | -$263.9K | 0.20 |
| 2026-05 | 19 | 17.8% | 20.8% | - | $16.3K | -$530.1K | 0.13 |
| 2026-04 | 20 | 15.6% | 22.3% | $161.00 | $43.6K | -$503.2K | 0.87 |
This archive aggregates IYY's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. 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 IYY 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 (2026-09) shows an average ATM implied volatility near 12.4%, a month-end max-pain strike around $185.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
2011
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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 IYY history questions
- How much options history is available for IYY?
- This archive holds 113 months of IYY options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of IYY'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 IYY archive.
- What data does each monthly IYY aggregate contain?
- Every monthly row summarizes that month of IYY 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, 2026-09 recorded an average ATM implied volatility near 12.4%, an average IV rank of 0.9%, a month-end max-pain strike around $185.00, an average put/call ratio of 0.00.
- How is the IYY options-history archive built and how often does it update?
- The archive is derived from IYY'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 IYY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.