iShares Trust iShares 0-1 Year Treasury Bond ETF (SHV) Options History
Historical options analytics archive for SHV with monthly max pain, implied volatility, gamma exposure, and put/call data.
69 months of complete options data available.
SHV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SHV. 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 | 13.3% | 19.4% | $110.00 | -$37.0K | $186.9K | 3.02 |
| 2026-05 | 20 | 14.2% | 20.1% | - | $360.6K | -$1.1M | 0.36 |
| 2026-04 | 21 | 20.2% | 30.1% | $110.00 | $132.8K | -$984.0K | 0.16 |
| 2026-03 | 22 | 24.3% | 37.3% | - | $115.9K | -$918.6K | 5.00 |
| 2026-02 | 19 | 16.7% | 24.0% | $110.00 | $116.3K | -$933.8K | 0.00 |
| 2026-01 | 20 | 17.2% | 24.9% | $107.00 | $104.4K | -$877.7K | 0.11 |
This archive aggregates SHV's daily end-of-day options snapshots into monthly summaries, spanning 2016-04 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 SHV 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 13.3%, a month-end max-pain strike around $110.00, an average put/call ratio of 3.02.
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Apr | May | Jun | Jul | Aug | Sep
Frequently asked SHV history questions
- How much options history is available for SHV?
- This archive holds 69 months of SHV options analytics, spanning 2016-04 through 2026-06. Each entry is a monthly rollup of SHV'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 SHV archive.
- What data does each monthly SHV aggregate contain?
- Every monthly row summarizes that month of SHV 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 13.3%, an average IV rank of 19.4%, a month-end max-pain strike around $110.00, an average put/call ratio of 3.02.
- How is the SHV options-history archive built and how often does it update?
- The archive is derived from SHV'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 SHV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.