PIMCO 15+ Year U.S. TIPS Index Exchange-Traded Fund (LTPZ) Options History
Historical options analytics archive for LTPZ with monthly max pain, implied volatility, gamma exposure, and put/call data.
159 months of complete options data available.
LTPZ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LTPZ. 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 | 20 | 105.3% | 22.6% | $50.00 | -$486.3K | $2.8M | 2.71 |
| 2026-05 | 20 | 98.5% | 22.0% | $48.00 | -$406.8K | $2.9M | 6.31 |
| 2026-04 | 20 | 69.8% | 28.8% | $52.00 | $194.0K | $533.0K | 1.70 |
| 2026-03 | 22 | 12.4% | 20.5% | $51.00 | $274.7K | -$495.8K | 3.69 |
| 2026-02 | 19 | 8.4% | 4.8% | $52.00 | $702.7K | -$4.3M | 1.11 |
| 2026-01 | 20 | 9.6% | 8.9% | $52.00 | $658.0K | -$1.7M | 0.47 |
This archive aggregates LTPZ's daily end-of-day options snapshots into monthly summaries, spanning 2013-04 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 LTPZ 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 105.3%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.71.
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
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2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
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2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked LTPZ history questions
- How much options history is available for LTPZ?
- This archive holds 159 months of LTPZ options analytics, spanning 2013-04 through 2026-06. Each entry is a monthly rollup of LTPZ'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 LTPZ archive.
- What data does each monthly LTPZ aggregate contain?
- Every monthly row summarizes that month of LTPZ 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 105.3%, an average IV rank of 22.6%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.71.
- How is the LTPZ options-history archive built and how often does it update?
- The archive is derived from LTPZ'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 LTPZ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.