iShares World ex U.S. Carbon Transition Readiness Aware Active ETF (LCTD) Options History
Historical options analytics archive for LCTD with monthly max pain, implied volatility, gamma exposure, and put/call data.
47 months of complete options data available.
LCTD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LCTD. 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 | 28.8% | 37.0% | - | -$2.4K | $21.5K | - |
| 2026-05 | 17 | 31.6% | 42.0% | - | -$2.3K | $16.5K | - |
| 2026-04 | 18 | 28.2% | 23.3% | $53.00 | -$2.9K | $22.7K | - |
| 2026-03 | 19 | 31.2% | 21.2% | - | -$2.7K | $27.7K | - |
| 2026-02 | 19 | 23.2% | 10.2% | - | -$1.2K | $8.3K | - |
| 2026-01 | 20 | 26.6% | 14.9% | $48.00 | -$1.5K | $7.2K | - |
This archive aggregates LCTD's daily end-of-day options snapshots into monthly summaries, spanning 2022-08 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 LCTD 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 28.8%.
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
Frequently asked LCTD history questions
- How much options history is available for LCTD?
- This archive holds 47 months of LCTD options analytics, spanning 2022-08 through 2026-06. Each entry is a monthly rollup of LCTD'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 LCTD archive.
- What data does each monthly LCTD aggregate contain?
- Every monthly row summarizes that month of LCTD 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 28.8%, an average IV rank of 37.0%.
- How is the LCTD options-history archive built and how often does it update?
- The archive is derived from LCTD'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 LCTD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.