Vanguard Mega Cap ETF (MGC) Options History
Historical options analytics archive for MGC with monthly max pain, implied volatility, gamma exposure, and put/call data.
195 months of complete options data available.
MGC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MGC. 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 | 21 | 32.6% | 11.3% | $200.00 | $361.3K | -$4.1M | 0.06 |
| 2026-05 | 20 | 16.2% | 21.8% | $200.00 | $144.3K | -$2.9M | 0.00 |
| 2026-04 | 21 | 16.7% | 26.6% | $225.00 | $160.5K | -$1.6M | 0.20 |
| 2026-03 | 22 | 22.2% | 24.4% | $240.00 | $61.1K | -$172.9K | 0.75 |
| 2026-02 | 19 | 16.0% | 12.8% | $250.00 | $164.7K | -$798.4K | 0.00 |
| 2026-01 | 20 | 12.7% | 6.6% | $250.00 | $173.7K | -$1.1M | 0.33 |
This archive aggregates MGC's daily end-of-day options snapshots into monthly summaries, spanning 2008-08 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 MGC 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 32.6%, a month-end max-pain strike around $200.00, an average put/call ratio of 0.06.
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
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2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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
2011
2010
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2009
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2008
Frequently asked MGC history questions
- How much options history is available for MGC?
- This archive holds 195 months of MGC options analytics, spanning 2008-08 through 2026-06. Each entry is a monthly rollup of MGC'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 MGC archive.
- What data does each monthly MGC aggregate contain?
- Every monthly row summarizes that month of MGC 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 32.6%, an average IV rank of 11.3%, a month-end max-pain strike around $200.00, an average put/call ratio of 0.06.
- How is the MGC options-history archive built and how often does it update?
- The archive is derived from MGC'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 MGC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.