Simplify Interest Rate Hedge ETF (PFIX) Options History
Historical options analytics archive for PFIX with monthly max pain, implied volatility, gamma exposure, and put/call data.
45 months of complete options data available.
PFIX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PFIX. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 34.2% | 14.2% | $50.00 | $6.9K | -$555.6K | 2.61 |
| 2026-08 | 21 | 35.7% | 16.1% | $49.00 | $30.5K | -$524.9K | 0.24 |
| 2026-07 | 17 | 48.1% | 31.5% | $40.00 | $9.6K | -$234.8K | 2.32 |
| 2026-06 | 16 | 51.8% | 36.1% | $40.52 | $4.0K | $25.1K | 0.63 |
| 2026-05 | 18 | 49.3% | 32.9% | $45.52 | $4.9K | -$97.9K | 1.76 |
| 2026-04 | 20 | 46.1% | 29.1% | $42.00 | $9.3K | -$202.4K | 0.00 |
This archive aggregates PFIX's daily end-of-day options snapshots into monthly summaries, spanning 2023-01 through 2026-09. 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 PFIX 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 (2026-09) shows an average ATM implied volatility near 34.2%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.61.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Frequently asked PFIX history questions
- How much options history is available for PFIX?
- This archive holds 45 months of PFIX options analytics, spanning 2023-01 through 2026-09. Each entry is a monthly rollup of PFIX'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 PFIX archive.
- What data does each monthly PFIX aggregate contain?
- Every monthly row summarizes that month of PFIX 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, 2026-09 recorded an average ATM implied volatility near 34.2%, an average IV rank of 14.2%, a month-end max-pain strike around $50.00, an average put/call ratio of 2.61.
- How is the PFIX options-history archive built and how often does it update?
- The archive is derived from PFIX'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 PFIX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.