Invesco Dorsey Wright Developed Markets Momentum ETF (PIZ) Options History
Historical options analytics archive for PIZ with monthly max pain, implied volatility, gamma exposure, and put/call data.
156 months of complete options data available.
PIZ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PIZ. 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 | 17 | 40.7% | 19.3% | - | $332 | -$14.4K | - |
| 2026-05 | 14 | 23.7% | 11.0% | - | $245 | -$15.6K | - |
| 2026-04 | 19 | 22.0% | 9.7% | - | $280 | -$14.2K | 0.00 |
| 2026-03 | 19 | 26.1% | 12.8% | - | $111 | -$3.0K | 0.00 |
| 2026-02 | 19 | 18.2% | 6.7% | $48.00 | $853 | -$79.9K | 1.33 |
| 2026-01 | 20 | 20.1% | 9.0% | - | $1.6K | -$56.5K | 0.00 |
This archive aggregates PIZ's daily end-of-day options snapshots into monthly summaries, spanning 2013-07 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 PIZ 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 40.7%.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PIZ history questions
- How much options history is available for PIZ?
- This archive holds 156 months of PIZ options analytics, spanning 2013-07 through 2026-06. Each entry is a monthly rollup of PIZ'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 PIZ archive.
- What data does each monthly PIZ aggregate contain?
- Every monthly row summarizes that month of PIZ 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 40.7%, an average IV rank of 19.3%.
- How is the PIZ options-history archive built and how often does it update?
- The archive is derived from PIZ'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 PIZ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.