MLP & Energy Infrastructure High Income ETF (MLPI) Options History
Historical options analytics archive for MLPI with monthly max pain, implied volatility, gamma exposure, and put/call data.
76 months of complete options data available.
MLPI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MLPI. 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 |
|---|---|---|---|---|---|---|---|
| 2020-11 | 16 | 38.9% | 10.6% | $12.00 | -$4.4K | $1.3K | 3.75 |
| 2020-10 | 22 | 98.8% | 42.3% | - | $71 | -$2.5K | - |
| 2020-09 | 21 | 127.2% | 57.4% | - | $63 | -$2.7K | - |
| 2020-08 | 21 | 103.4% | 44.8% | - | $137 | -$3.2K | 0.00 |
| 2020-07 | 22 | 81.2% | 33.1% | - | $96 | -$2.3K | - |
| 2020-06 | 22 | 97.7% | 43.3% | - | $62 | -$3.7K | 0.75 |
This archive aggregates MLPI's daily end-of-day options snapshots into monthly summaries, spanning 2014-08 through 2020-11. 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 MLPI 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 (2020-11) shows an average ATM implied volatility near 38.9%, a month-end max-pain strike around $12.00, an average put/call ratio of 3.75.
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov
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
Frequently asked MLPI history questions
- How much options history is available for MLPI?
- This archive holds 76 months of MLPI options analytics, spanning 2014-08 through 2020-11. Each entry is a monthly rollup of MLPI'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 MLPI archive.
- What data does each monthly MLPI aggregate contain?
- Every monthly row summarizes that month of MLPI 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, 2020-11 recorded an average ATM implied volatility near 38.9%, an average IV rank of 10.6%, a month-end max-pain strike around $12.00, an average put/call ratio of 3.75.
- How is the MLPI options-history archive built and how often does it update?
- The archive is derived from MLPI'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 MLPI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.