Invesco Dorsey Wright Technology Momentum ETF (PTF) Options History
Historical options analytics archive for PTF with monthly max pain, implied volatility, gamma exposure, and put/call data.
169 months of complete options data available.
PTF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PTF. 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 | 22 | 58.7% | 85.1% | $100.00 | $93.6K | -$1.6M | 3.11 |
| 2026-06 | 20 | 52.3% | 82.4% | $127.00 | $54.1K | -$3.8M | 3.11 |
| 2026-05 | 18 | 44.6% | 81.1% | $117.00 | $17.2K | -$3.1M | 0.41 |
| 2026-04 | 21 | 37.9% | 37.2% | $95.00 | $336.5K | -$4.2M | 5.14 |
| 2026-03 | 21 | 40.0% | 21.5% | $86.00 | $6.8K | -$305.8K | 8.00 |
| 2026-02 | 19 | 34.6% | 15.2% | $85.00 | $35.9K | -$710.6K | 1.80 |
This archive aggregates PTF'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 PTF 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 58.7%, a month-end max-pain strike around $100.00, an average put/call ratio of 3.11.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
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2017
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2016
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2015
2010
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 PTF history questions
- How much options history is available for PTF?
- This archive holds 169 months of PTF options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of PTF'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 PTF archive.
- What data does each monthly PTF aggregate contain?
- Every monthly row summarizes that month of PTF 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 58.7%, an average IV rank of 85.1%, a month-end max-pain strike around $100.00, an average put/call ratio of 3.11.
- How is the PTF options-history archive built and how often does it update?
- The archive is derived from PTF'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 PTF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.