iShares U.S. Power Infrastructure ETF (POWR) Options History
Historical options analytics archive for POWR with monthly max pain, implied volatility, gamma exposure, and put/call data.
114 months of complete options data available.
POWR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for POWR. 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 | 18 | 146.7% | 36.9% | $27.00 | $44.1K | -$580.6K | 0.05 |
| 2026-05 | 17 | 66.8% | 35.5% | $27.00 | $36.6K | -$554.1K | 0.03 |
| 2026-04 | 20 | 46.9% | 27.0% | $24.93 | $14.1K | -$310.7K | 0.01 |
| 2026-03 | 20 | 57.0% | 45.1% | $27.00 | $2.9K | -$37.2K | 0.17 |
| 2026-02 | 19 | 38.2% | 28.7% | - | $580 | -$14.6K | 0.00 |
| 2026-01 | 20 | 45.3% | 35.6% | $23.93 | $376 | -$3.1K | 0.00 |
This archive aggregates POWR's daily end-of-day options snapshots into monthly summaries, spanning 2007-08 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 POWR 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 146.7%, a month-end max-pain strike around $27.00, an average put/call ratio of 0.05.
2026
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2025
2016
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
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2007
Frequently asked POWR history questions
- How much options history is available for POWR?
- This archive holds 114 months of POWR options analytics, spanning 2007-08 through 2026-06. Each entry is a monthly rollup of POWR'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 POWR archive.
- What data does each monthly POWR aggregate contain?
- Every monthly row summarizes that month of POWR 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 146.7%, an average IV rank of 36.9%, a month-end max-pain strike around $27.00, an average put/call ratio of 0.05.
- How is the POWR options-history archive built and how often does it update?
- The archive is derived from POWR'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 POWR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.