iShares 0-3 Month Treasury Bond ETF (SGOV) Options History
Historical options analytics archive for SGOV with monthly max pain, implied volatility, gamma exposure, and put/call data.
15 months of complete options data available.
SGOV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SGOV. 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 | 62.7% | 14.3% | $101.00 | $9.3M | -$14.2M | 1.42 |
| 2026-05 | 20 | 125.5% | 31.2% | $99.00 | $12.5M | -$19.7M | 1.15 |
| 2026-04 | 21 | 126.0% | 32.1% | $98.00 | $11.9M | -$20.5M | 0.09 |
| 2026-03 | 22 | 63.8% | 26.8% | $100.00 | $7.1M | -$6.3M | 0.99 |
| 2026-02 | 19 | 1.9% | 6.5% | $100.00 | $6.0M | -$15.9M | 0.47 |
| 2026-01 | 20 | 1.8% | 6.0% | $101.00 | $6.7M | -$12.9M | 3.34 |
This archive aggregates SGOV's daily end-of-day options snapshots into monthly summaries, spanning 2025-04 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 SGOV 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 62.7%, a month-end max-pain strike around $101.00, an average put/call ratio of 1.42.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SGOV history questions
- How much options history is available for SGOV?
- This archive holds 15 months of SGOV options analytics, spanning 2025-04 through 2026-06. Each entry is a monthly rollup of SGOV'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 SGOV archive.
- What data does each monthly SGOV aggregate contain?
- Every monthly row summarizes that month of SGOV 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 62.7%, an average IV rank of 14.3%, a month-end max-pain strike around $101.00, an average put/call ratio of 1.42.
- How is the SGOV options-history archive built and how often does it update?
- The archive is derived from SGOV'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 SGOV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.