PLUS Korea Defense Industry Index ETF (KDEF) Options History
Historical options analytics archive for KDEF with monthly max pain, implied volatility, gamma exposure, and put/call data.
14 months of complete options data available.
KDEF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KDEF. 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 | 16 | 90.1% | 20.7% | $50.00 | $6.2K | $937.5K | 0.40 |
| 2026-05 | 17 | 60.8% | 38.5% | $47.00 | $22.5K | -$395.9K | 1.34 |
| 2026-04 | 15 | 52.5% | 26.6% | $60.00 | $6.4K | -$1.1M | 3.20 |
| 2026-03 | 19 | 73.8% | 60.8% | $58.00 | $2.2K | -$155.8K | 2.93 |
| 2026-02 | 19 | 57.9% | 48.1% | $56.00 | $8.6K | -$677.5K | 9.16 |
| 2026-01 | 20 | 54.2% | 40.8% | $50.00 | $25.9K | -$1.1M | 0.30 |
This archive aggregates KDEF's daily end-of-day options snapshots into monthly summaries, spanning 2025-05 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 KDEF 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 90.1%, a month-end max-pain strike around $50.00, an average put/call ratio of 0.40.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked KDEF history questions
- How much options history is available for KDEF?
- This archive holds 14 months of KDEF options analytics, spanning 2025-05 through 2026-06. Each entry is a monthly rollup of KDEF'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 KDEF archive.
- What data does each monthly KDEF aggregate contain?
- Every monthly row summarizes that month of KDEF 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 90.1%, an average IV rank of 20.7%, a month-end max-pain strike around $50.00, an average put/call ratio of 0.40.
- How is the KDEF options-history archive built and how often does it update?
- The archive is derived from KDEF'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 KDEF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.