Schwab International Small-Cap Equity ETF (SCHC) Options History
Historical options analytics archive for SCHC with monthly max pain, implied volatility, gamma exposure, and put/call data.
183 months of complete options data available.
SCHC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SCHC. 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 | 21 | 30.9% | 10.6% | $47.00 | $1.9K | -$17.9K | 0.00 |
| 2026-05 | 20 | 25.8% | 8.0% | - | $13.9K | -$238.1K | 0.00 |
| 2026-04 | 21 | 26.6% | 6.0% | $49.00 | $17.4K | -$198.4K | 0.00 |
| 2026-03 | 22 | 30.5% | 7.8% | $49.00 | $5.6K | -$111.0K | 0.10 |
| 2026-02 | 19 | 22.1% | 3.9% | $47.00 | $6.1K | -$187.4K | 0.00 |
| 2026-01 | 20 | 28.9% | 7.1% | $49.00 | $3.4K | -$126.6K | 0.14 |
This archive aggregates SCHC's daily end-of-day options snapshots into monthly summaries, spanning 2010-02 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 SCHC 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 30.9%, a month-end max-pain strike around $47.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun
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
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2014
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2013
Jul | Aug | Sep | Oct | Nov | Dec
2012
2011
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2010
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SCHC history questions
- How much options history is available for SCHC?
- This archive holds 183 months of SCHC options analytics, spanning 2010-02 through 2026-06. Each entry is a monthly rollup of SCHC'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 SCHC archive.
- What data does each monthly SCHC aggregate contain?
- Every monthly row summarizes that month of SCHC 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 30.9%, an average IV rank of 10.6%, a month-end max-pain strike around $47.00, an average put/call ratio of 0.00.
- How is the SCHC options-history archive built and how often does it update?
- The archive is derived from SCHC'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 SCHC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.