KraneShares MSCI Emerging Markets ex China Index ETF (KEMX) Options History
Historical options analytics archive for KEMX with monthly max pain, implied volatility, gamma exposure, and put/call data.
54 months of complete options data available.
KEMX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KEMX. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 19 | 47.4% | 33.8% | $43.00 | $651 | -$45.7K | 0.00 |
| 2026-06 | 16 | 41.8% | 27.5% | $39.00 | $430 | -$90.0K | 0.00 |
| 2026-05 | 16 | 44.3% | 30.4% | $39.00 | $358 | -$84.9K | 0.00 |
| 2026-04 | 16 | 38.2% | 21.0% | - | $197 | -$67.0K | 0.00 |
| 2026-03 | 21 | 40.5% | 17.6% | $35.00 | $2.7K | -$45.4K | 0.18 |
| 2026-02 | 19 | 34.3% | 13.6% | $44.00 | $2.6K | -$72.4K | 0.00 |
This archive aggregates KEMX's daily end-of-day options snapshots into monthly summaries, spanning 2022-02 through 2026-07. 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 KEMX 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 (2026-07) shows an average ATM implied volatility near 47.4%, a month-end max-pain strike around $43.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked KEMX history questions
- How much options history is available for KEMX?
- This archive holds 54 months of KEMX options analytics, spanning 2022-02 through 2026-07. Each entry is a monthly rollup of KEMX'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 KEMX archive.
- What data does each monthly KEMX aggregate contain?
- Every monthly row summarizes that month of KEMX 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, 2026-07 recorded an average ATM implied volatility near 47.4%, an average IV rank of 33.8%, a month-end max-pain strike around $43.00, an average put/call ratio of 0.00.
- How is the KEMX options-history archive built and how often does it update?
- The archive is derived from KEMX'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 KEMX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.