Schwab U.S. Large-Cap ETF (SCHX) Options History
Historical options analytics archive for SCHX with monthly max pain, implied volatility, gamma exposure, and put/call data.
190 months of complete options data available.
SCHX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SCHX. 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 | 158.2% | 31.4% | $29.00 | $221.4K | -$2.6M | 5.42 |
| 2026-05 | 20 | 68.0% | 12.9% | $29.00 | $237.3K | -$3.0M | 1.07 |
| 2026-04 | 21 | 74.1% | 15.9% | $27.00 | $170.5K | -$1.9M | 1.08 |
| 2026-03 | 22 | 125.9% | 44.2% | $27.00 | $47.9K | -$270.0K | 1.28 |
| 2026-02 | 19 | 16.4% | 17.8% | $27.00 | $83.8K | -$770.4K | 1.03 |
| 2026-01 | 20 | 15.2% | 15.2% | $25.00 | $117.7K | -$1.3M | 1.71 |
This archive aggregates SCHX's daily end-of-day options snapshots into monthly summaries, spanning 2009-11 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 SCHX 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 158.2%, a month-end max-pain strike around $29.00, an average put/call ratio of 5.42.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
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2022
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2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
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2019
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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
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2012
2011
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2010
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2009
Frequently asked SCHX history questions
- How much options history is available for SCHX?
- This archive holds 190 months of SCHX options analytics, spanning 2009-11 through 2026-06. Each entry is a monthly rollup of SCHX'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 SCHX archive.
- What data does each monthly SCHX aggregate contain?
- Every monthly row summarizes that month of SCHX 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 158.2%, an average IV rank of 31.4%, a month-end max-pain strike around $29.00, an average put/call ratio of 5.42.
- How is the SCHX options-history archive built and how often does it update?
- The archive is derived from SCHX'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 SCHX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.