iShares MSCI Saudi Arabia ETF (KSA) Options History
Historical options analytics archive for KSA with monthly max pain, implied volatility, gamma exposure, and put/call data.
103 months of complete options data available.
KSA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for KSA. 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 | 30.5% | 18.9% | $37.00 | $30.5K | -$323.0K | 2.09 |
| 2026-05 | 18 | 35.2% | 23.4% | - | -$46.6K | $30.2K | 25.32 |
| 2026-04 | 18 | 33.8% | 20.9% | $40.00 | -$6.3K | -$92.3K | 5.59 |
| 2026-03 | 21 | 33.4% | 20.3% | $39.00 | -$52.5K | -$292.9K | 11.08 |
| 2026-02 | 19 | 23.4% | 9.1% | $38.00 | $96.5K | -$502.7K | 0.19 |
| 2026-01 | 20 | 35.4% | 16.4% | $36.00 | $368.1K | -$4.7M | 0.11 |
This archive aggregates KSA's daily end-of-day options snapshots into monthly summaries, spanning 2017-12 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 KSA 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 30.5%, a month-end max-pain strike around $37.00, an average put/call ratio of 2.09.
2026
Jan | Feb | Mar | Apr | May | Jun
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Frequently asked KSA history questions
- How much options history is available for KSA?
- This archive holds 103 months of KSA options analytics, spanning 2017-12 through 2026-06. Each entry is a monthly rollup of KSA'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 KSA archive.
- What data does each monthly KSA aggregate contain?
- Every monthly row summarizes that month of KSA 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 30.5%, an average IV rank of 18.9%, a month-end max-pain strike around $37.00, an average put/call ratio of 2.09.
- How is the KSA options-history archive built and how often does it update?
- The archive is derived from KSA'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 KSA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.