Global X - MLP & Energy Infrastructure ETF (MLPX) Options History
Historical options analytics archive for MLPX with monthly max pain, implied volatility, gamma exposure, and put/call data.
153 months of complete options data available.
MLPX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MLPX. 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 | 20.9% | 54.9% | $67.00 | $42.2K | -$711.4K | 0.52 |
| 2026-05 | 20 | 18.9% | 49.0% | $73.00 | $92.5K | -$1.1M | 2.11 |
| 2026-04 | 21 | 21.3% | 42.6% | $72.00 | $231.1K | -$3.6M | 1.44 |
| 2026-03 | 22 | 21.5% | 22.8% | $72.00 | $160.7K | -$3.1M | 0.34 |
| 2026-02 | 19 | 19.5% | 19.3% | $66.00 | $89.8K | -$2.6M | 1.35 |
| 2026-01 | 20 | 18.6% | 17.8% | $61.00 | $31.2K | -$1.1M | 58.21 |
This archive aggregates MLPX's daily end-of-day options snapshots into monthly summaries, spanning 2013-10 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 MLPX 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 20.9%, a month-end max-pain strike around $67.00, an average put/call ratio of 0.52.
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
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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
Frequently asked MLPX history questions
- How much options history is available for MLPX?
- This archive holds 153 months of MLPX options analytics, spanning 2013-10 through 2026-06. Each entry is a monthly rollup of MLPX'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 MLPX archive.
- What data does each monthly MLPX aggregate contain?
- Every monthly row summarizes that month of MLPX 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 20.9%, an average IV rank of 54.9%, a month-end max-pain strike around $67.00, an average put/call ratio of 0.52.
- How is the MLPX options-history archive built and how often does it update?
- The archive is derived from MLPX'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 MLPX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.