Invesco Dorsey Wright Industrials Momentum ETF (PRN) Options History
Historical options analytics archive for PRN with monthly max pain, implied volatility, gamma exposure, and put/call data.
158 months of complete options data available.
PRN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PRN. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 19 | 83.6% | 28.8% | - | -$4.2K | $188.2K | 0.60 |
| 2026-06 | 20 | 29.7% | 52.9% | $255.00 | $15.0K | -$332.6K | 0.08 |
| 2026-05 | 13 | 29.7% | 47.4% | - | $42.6K | -$1.1M | 0.00 |
| 2026-04 | 18 | 29.9% | 31.0% | $210.00 | $40.3K | -$713.6K | 0.11 |
| 2026-03 | 18 | 33.4% | 24.6% | $180.00 | $10.8K | -$147.4K | 0.33 |
| 2026-02 | 19 | 24.2% | 12.1% | $200.00 | $41.4K | -$757.2K | 1.17 |
This archive aggregates PRN's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-07. 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 PRN 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 (2026-07) shows an average ATM implied volatility near 83.6%, an average put/call ratio of 0.60.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
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
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2018
2017
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2016
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2015
2009
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2008
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2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PRN history questions
- How much options history is available for PRN?
- This archive holds 158 months of PRN options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of PRN'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 PRN archive.
- What data does each monthly PRN aggregate contain?
- Every monthly row summarizes that month of PRN 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, 2026-07 recorded an average ATM implied volatility near 83.6%, an average IV rank of 28.8%, an average put/call ratio of 0.60.
- How is the PRN options-history archive built and how often does it update?
- The archive is derived from PRN'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 PRN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.