Invesco Dorsey Wright Momentum ETF (PDP) Options History
Historical options analytics archive for PDP with monthly max pain, implied volatility, gamma exposure, and put/call data.
208 months of complete options data available.
PDP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PDP. 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 | 13 | 24.3% | 20.3% | $117.00 | $7.0K | -$416.2K | 0.00 |
| 2026-05 | 20 | 26.5% | 23.3% | $117.00 | $5.8K | -$303.0K | 0.79 |
| 2026-04 | 17 | 25.8% | 20.6% | $129.00 | $4.7K | -$215.3K | 2.83 |
| 2026-03 | 20 | 31.1% | 30.2% | $110.00 | $4.1K | -$139.3K | 1.06 |
| 2026-02 | 19 | 25.1% | 18.5% | $125.00 | $2.0K | -$113.4K | 0.50 |
| 2026-01 | 20 | 26.1% | 22.1% | $120.00 | $17.7K | -$134.1K | 0.25 |
This archive aggregates PDP's daily end-of-day options snapshots into monthly summaries, spanning 2008-05 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 PDP 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 24.3%, a month-end max-pain strike around $117.00, 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
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
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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
2010
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2009
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2008
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PDP history questions
- How much options history is available for PDP?
- This archive holds 208 months of PDP options analytics, spanning 2008-05 through 2026-06. Each entry is a monthly rollup of PDP'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 PDP archive.
- What data does each monthly PDP aggregate contain?
- Every monthly row summarizes that month of PDP 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 24.3%, an average IV rank of 20.3%, a month-end max-pain strike around $117.00, an average put/call ratio of 0.00.
- How is the PDP options-history archive built and how often does it update?
- The archive is derived from PDP'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 PDP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.