TCW Transform Systems ETF (PWRD) Options History
Historical options analytics archive for PWRD with monthly max pain, implied volatility, gamma exposure, and put/call data.
112 months of complete options data available.
PWRD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for PWRD. 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 | 20 | 53.1% | 7.5% | $90.00 | $1.8K | -$125.6K | 0.00 |
| 2026-05 | 18 | 134.9% | 24.9% | $90.00 | $682 | -$85.6K | 0.00 |
| 2026-04 | 21 | 130.7% | 26.5% | $120.00 | -$2.5K | -$69.4K | 0.30 |
| 2026-03 | 20 | 31.4% | 20.3% | $102.00 | -$47.9K | $564.7K | 1.17 |
| 2026-02 | 19 | 23.7% | 13.8% | $102.00 | $3.3K | -$181.5K | 1.67 |
| 2026-01 | 20 | 25.9% | 25.1% | - | $6.1K | -$144.8K | 0.14 |
This archive aggregates PWRD's daily end-of-day options snapshots into monthly summaries, spanning 2007-10 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 PWRD 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 53.1%, a month-end max-pain strike around $90.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Frequently asked PWRD history questions
- How much options history is available for PWRD?
- This archive holds 112 months of PWRD options analytics, spanning 2007-10 through 2026-06. Each entry is a monthly rollup of PWRD'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 PWRD archive.
- What data does each monthly PWRD aggregate contain?
- Every monthly row summarizes that month of PWRD 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 53.1%, an average IV rank of 7.5%, a month-end max-pain strike around $90.00, an average put/call ratio of 0.00.
- How is the PWRD options-history archive built and how often does it update?
- The archive is derived from PWRD'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 PWRD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.