iShares MSCI USA Momentum Factor ETF (MTUM) Options History
Historical options analytics archive for MTUM with monthly max pain, implied volatility, gamma exposure, and put/call data.
112 months of complete options data available.
MTUM monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for MTUM. 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 | 35.4% | 83.8% | $330.00 | -$30.6M | $84.7M | 22.47 |
| 2026-05 | 20 | 25.5% | 61.2% | $310.00 | -$79.3M | $410.2M | 25.30 |
| 2026-04 | 21 | 23.4% | 35.0% | $275.00 | -$28.1M | $64.7M | 22.32 |
| 2026-03 | 22 | 27.6% | 25.9% | $240.00 | -$1.0M | $7.4M | 58.59 |
| 2026-02 | 19 | 23.3% | 18.9% | $255.00 | -$21.6M | $130.1M | 48.80 |
| 2026-01 | 20 | 17.2% | 8.8% | $260.00 | -$16.8M | $110.3M | 73.82 |
This archive aggregates MTUM's daily end-of-day options snapshots into monthly summaries, spanning 2017-03 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 MTUM 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 35.4%, a month-end max-pain strike around $330.00, an average put/call ratio of 22.47.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked MTUM history questions
- How much options history is available for MTUM?
- This archive holds 112 months of MTUM options analytics, spanning 2017-03 through 2026-06. Each entry is a monthly rollup of MTUM'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 MTUM archive.
- What data does each monthly MTUM aggregate contain?
- Every monthly row summarizes that month of MTUM 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 35.4%, an average IV rank of 83.8%, a month-end max-pain strike around $330.00, an average put/call ratio of 22.47.
- How is the MTUM options-history archive built and how often does it update?
- The archive is derived from MTUM'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 MTUM's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.