ProShares - UltraShort Bloomberg Natural Gas (KOLD) Options History
Historical options analytics archive for KOLD with monthly max pain, implied volatility, gamma exposure, and put/call data.
171 months of complete options data available.
KOLD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KOLD. 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 | 17 | 80.9% | 6.8% | $21.00 | $325.1K | -$10.9M | 1.22 |
| 2026-05 | 19 | 84.2% | 9.5% | $21.00 | $214.3K | $7.2M | 1.88 |
| 2026-04 | 18 | 83.5% | 8.8% | $25.00 | $70.2K | -$28.4M | 1.52 |
| 2026-03 | 21 | 114.9% | 42.8% | $20.00 | $785.4K | -$28.1M | 0.77 |
| 2026-02 | 19 | 106.8% | 44.8% | $19.00 | $1.3M | -$55.0M | 0.58 |
| 2026-01 | 20 | 127.2% | 75.8% | $23.00 | -$461.3K | $45.1M | 0.71 |
This archive aggregates KOLD's daily end-of-day options snapshots into monthly summaries, spanning 2012-04 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 KOLD 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 80.9%, a month-end max-pain strike around $21.00, an average put/call ratio of 1.22.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked KOLD history questions
- How much options history is available for KOLD?
- This archive holds 171 months of KOLD options analytics, spanning 2012-04 through 2026-06. Each entry is a monthly rollup of KOLD'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 KOLD archive.
- What data does each monthly KOLD aggregate contain?
- Every monthly row summarizes that month of KOLD 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 80.9%, an average IV rank of 6.8%, a month-end max-pain strike around $21.00, an average put/call ratio of 1.22.
- How is the KOLD options-history archive built and how often does it update?
- The archive is derived from KOLD'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 KOLD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.