Invesco Pharmaceuticals ETF (PJP) Options History
Historical options analytics archive for PJP with monthly max pain, implied volatility, gamma exposure, and put/call data.
163 months of complete options data available.
PJP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PJP. 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 | 20.7% | 17.5% | $104.00 | $16.5K | -$667.7K | 0.06 |
| 2026-05 | 14 | 23.0% | 21.3% | $110.00 | $7.5K | -$235.7K | 0.00 |
| 2026-04 | 19 | 23.4% | 20.6% | $101.00 | $5.9K | -$140.1K | 0.53 |
| 2026-03 | 19 | 23.6% | 20.6% | - | $2.1K | -$82.4K | 1.00 |
| 2026-02 | 19 | 20.1% | 15.2% | - | $3.6K | -$172.2K | 0.50 |
| 2026-01 | 20 | 24.7% | 23.0% | $91.00 | $3.9K | -$264.6K | 0.64 |
This archive aggregates PJP's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 PJP 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 20.7%, a month-end max-pain strike around $104.00, an average put/call ratio of 0.06.
2026
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2025
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2024
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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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2008
2007
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Frequently asked PJP history questions
- How much options history is available for PJP?
- This archive holds 163 months of PJP options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of PJP'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 PJP archive.
- What data does each monthly PJP aggregate contain?
- Every monthly row summarizes that month of PJP 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 20.7%, an average IV rank of 17.5%, a month-end max-pain strike around $104.00, an average put/call ratio of 0.06.
- How is the PJP options-history archive built and how often does it update?
- The archive is derived from PJP'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 PJP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.