Invesco CEF Income Composite ETF (PCEF) Options History
Historical options analytics archive for PCEF with monthly max pain, implied volatility, gamma exposure, and put/call data.
196 months of complete options data available.
PCEF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PCEF. 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 | 14 | 343.1% | 68.6% | - | $1.4K | -$24.1K | 0.00 |
| 2026-05 | 19 | 198.3% | 39.4% | - | $1.2K | -$20.2K | 0.00 |
| 2026-04 | 17 | 289.3% | 58.0% | - | $870 | -$12.6K | 0.13 |
| 2026-03 | 19 | 203.0% | 53.1% | - | -$280 | $8.2K | 0.00 |
| 2026-02 | 19 | 32.1% | 14.4% | $19.00 | $946 | -$8.6K | 0.00 |
| 2026-01 | 20 | 37.2% | 16.9% | $20.00 | $329 | -$5.0K | 1.25 |
This archive aggregates PCEF's daily end-of-day options snapshots into monthly summaries, spanning 2010-03 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 PCEF 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 343.1%, an average put/call ratio of 0.00.
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
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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
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2011
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2010
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PCEF history questions
- How much options history is available for PCEF?
- This archive holds 196 months of PCEF options analytics, spanning 2010-03 through 2026-06. Each entry is a monthly rollup of PCEF'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 PCEF archive.
- What data does each monthly PCEF aggregate contain?
- Every monthly row summarizes that month of PCEF 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 343.1%, an average IV rank of 68.6%, an average put/call ratio of 0.00.
- How is the PCEF options-history archive built and how often does it update?
- The archive is derived from PCEF'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 PCEF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.