State Street SPDR S&P Kensho New Economies Composite ETF (KOMP) Options History
Historical options analytics archive for KOMP with monthly max pain, implied volatility, gamma exposure, and put/call data.
64 months of complete options data available.
KOMP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KOMP. 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 | 42.3% | 13.6% | $58.00 | $2.1K | -$76.0K | - |
| 2026-06 | 17 | 30.3% | 7.5% | $70.00 | $22.8K | -$235.2K | 0.00 |
| 2026-05 | 19 | 24.6% | 4.6% | $70.00 | $2.7K | -$137.7K | 0.00 |
| 2026-04 | 18 | 64.4% | 41.7% | $60.00 | $5.1K | -$217.7K | 0.00 |
| 2026-03 | 20 | 39.3% | 32.7% | - | $3.8K | -$42.9K | 0.00 |
| 2026-02 | 19 | 31.5% | 23.0% | $67.00 | $3.8K | -$73.9K | 0.00 |
This archive aggregates KOMP's daily end-of-day options snapshots into monthly summaries, spanning 2021-04 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 KOMP 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 42.3%, a month-end max-pain strike around $58.00.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked KOMP history questions
- How much options history is available for KOMP?
- This archive holds 64 months of KOMP options analytics, spanning 2021-04 through 2026-07. Each entry is a monthly rollup of KOMP'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 KOMP archive.
- What data does each monthly KOMP aggregate contain?
- Every monthly row summarizes that month of KOMP 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 42.3%, an average IV rank of 13.6%, a month-end max-pain strike around $58.00.
- How is the KOMP options-history archive built and how often does it update?
- The archive is derived from KOMP'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 KOMP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.