Schwab International Dividend Equity ETF (SCHY) Options History
Historical options analytics archive for SCHY with monthly max pain, implied volatility, gamma exposure, and put/call data.
58 months of complete options data available.
SCHY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SCHY. 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 | 67.5% | 15.6% | $32.00 | $15.3K | -$111.5K | 0.70 |
| 2026-05 | 20 | 49.6% | 22.6% | $30.00 | $9.0K | -$136.2K | 2.36 |
| 2026-04 | 21 | 18.4% | 12.3% | $32.00 | $6.8K | -$106.6K | 0.55 |
| 2026-03 | 22 | 34.6% | 28.0% | $32.00 | -$532 | -$41.0K | 1.52 |
| 2026-02 | 19 | 27.5% | 20.7% | $30.00 | $18.7K | -$277.6K | 0.19 |
| 2026-01 | 20 | 25.2% | 17.9% | $30.00 | -$5.8K | $9.4K | 3.63 |
This archive aggregates SCHY's daily end-of-day options snapshots into monthly summaries, spanning 2021-09 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 SCHY 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 67.5%, a month-end max-pain strike around $32.00, an average put/call ratio of 0.70.
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
Frequently asked SCHY history questions
- How much options history is available for SCHY?
- This archive holds 58 months of SCHY options analytics, spanning 2021-09 through 2026-06. Each entry is a monthly rollup of SCHY'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 SCHY archive.
- What data does each monthly SCHY aggregate contain?
- Every monthly row summarizes that month of SCHY 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 67.5%, an average IV rank of 15.6%, a month-end max-pain strike around $32.00, an average put/call ratio of 0.70.
- How is the SCHY options-history archive built and how often does it update?
- The archive is derived from SCHY'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 SCHY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.