Invesco Large Cap Growth ETF (PWB) Options History
Historical options analytics archive for PWB with monthly max pain, implied volatility, gamma exposure, and put/call data.
84 months of complete options data available.
PWB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PWB. 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 | 21 | 44.8% | 7.2% | $159.00 | $41.7K | -$613.8K | 1.00 |
| 2026-06 | 19 | 46.3% | 15.8% | $165.00 | -$12.8K | -$656.7K | 0.20 |
| 2026-05 | 17 | 21.2% | 46.7% | - | $1.9K | -$410.6K | 0.00 |
| 2026-04 | 21 | 21.7% | 35.1% | $136.00 | $2.7K | -$325.9K | 0.00 |
| 2026-03 | 20 | 25.5% | 28.6% | $123.00 | $8.0K | -$153.2K | 0.00 |
| 2026-02 | 19 | 22.1% | 21.1% | $100.00 | $53.1K | -$1.3M | 0.00 |
This archive aggregates PWB'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 PWB 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 44.8%, a month-end max-pain strike around $159.00, an average put/call ratio of 1.00.
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
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked PWB history questions
- How much options history is available for PWB?
- This archive holds 84 months of PWB options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of PWB'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 PWB archive.
- What data does each monthly PWB aggregate contain?
- Every monthly row summarizes that month of PWB 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 44.8%, an average IV rank of 7.2%, a month-end max-pain strike around $159.00, an average put/call ratio of 1.00.
- How is the PWB options-history archive built and how often does it update?
- The archive is derived from PWB'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 PWB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.