ProShares - UltraShort Bloomberg Crude Oil (SCO) Options History
Historical options analytics archive for SCO with monthly max pain, implied volatility, gamma exposure, and put/call data.
210 months of complete options data available.
SCO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SCO. 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 | 75.1% | 24.6% | $27.00 | $870.8K | -$37.8M | 0.60 |
| 2026-05 | 20 | 94.8% | 37.8% | $15.00 | $256.8K | -$48.6M | 0.62 |
| 2026-04 | 21 | 96.9% | 39.2% | $8.00 | -$246.9K | -$897.8K | 0.72 |
| 2026-03 | 22 | 134.4% | 72.8% | $8.00 | $630.2K | -$28.5M | 0.42 |
| 2026-02 | 19 | 75.2% | 47.2% | $16.00 | $103.8K | -$2.6M | 2.04 |
| 2026-01 | 20 | 62.0% | 30.5% | $19.00 | $21.3K | $1.8M | 0.68 |
This archive aggregates SCO's daily end-of-day options snapshots into monthly summaries, spanning 2009-01 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 SCO 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 75.1%, a month-end max-pain strike around $27.00, an average put/call ratio of 0.60.
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
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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
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2011
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2010
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2009
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Frequently asked SCO history questions
- How much options history is available for SCO?
- This archive holds 210 months of SCO options analytics, spanning 2009-01 through 2026-06. Each entry is a monthly rollup of SCO'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 SCO archive.
- What data does each monthly SCO aggregate contain?
- Every monthly row summarizes that month of SCO 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 75.1%, an average IV rank of 24.6%, a month-end max-pain strike around $27.00, an average put/call ratio of 0.60.
- How is the SCO options-history archive built and how often does it update?
- The archive is derived from SCO'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 SCO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.