iShares Preferred and Income Securities ETF (PFF) Options History
Historical options analytics archive for PFF with monthly max pain, implied volatility, gamma exposure, and put/call data.
213 months of complete options data available.
PFF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PFF. 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 | 15 | 112.9% | 24.6% | $32.00 | -$1.4M | $13.7M | 3.99 |
| 2026-05 | 18 | 134.2% | 33.2% | $32.00 | -$629.4K | $5.1M | 3.87 |
| 2026-04 | 17 | 138.7% | 38.3% | $31.00 | -$1.2M | $4.0M | 6.62 |
| 2026-03 | 21 | 60.7% | 49.1% | $31.00 | -$804.0K | $10.1M | 13.59 |
| 2026-02 | 19 | 6.0% | 17.6% | $32.00 | -$38.0K | $3.9M | 3.28 |
| 2026-01 | 20 | 6.3% | 18.2% | $31.00 | $622.3K | -$1.0M | 4.02 |
This archive aggregates PFF's daily end-of-day options snapshots into monthly summaries, spanning 2008-10 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 PFF 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 112.9%, a month-end max-pain strike around $32.00, an average put/call ratio of 3.99.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
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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
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2009
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2008
Frequently asked PFF history questions
- How much options history is available for PFF?
- This archive holds 213 months of PFF options analytics, spanning 2008-10 through 2026-06. Each entry is a monthly rollup of PFF'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 PFF archive.
- What data does each monthly PFF aggregate contain?
- Every monthly row summarizes that month of PFF 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 112.9%, an average IV rank of 24.6%, a month-end max-pain strike around $32.00, an average put/call ratio of 3.99.
- How is the PFF options-history archive built and how often does it update?
- The archive is derived from PFF'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 PFF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.