Global X - Social Media ETF (SOCL) Options History
Historical options analytics archive for SOCL with monthly max pain, implied volatility, gamma exposure, and put/call data.
176 months of complete options data available.
SOCL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SOCL. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 54.5% | 10.7% | $44.00 | $730 | $18.4K | 0.00 |
| 2026-08 | 21 | 49.6% | 7.5% | $45.00 | $1.1K | $4.8K | 0.33 |
| 2026-07 | 21 | 51.2% | 7.9% | $44.00 | $743 | -$4.1K | 0.50 |
| 2026-06 | 21 | 74.2% | 12.8% | - | $477 | $433 | 0.92 |
| 2026-05 | 20 | 48.3% | 7.8% | - | -$678 | $12.0K | 0.20 |
| 2026-04 | 20 | 105.0% | 20.4% | $45.00 | $317 | -$2.9K | 0.00 |
This archive aggregates SOCL's daily end-of-day options snapshots into monthly summaries, spanning 2012-02 through 2026-09. 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 SOCL 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 (2026-09) shows an average ATM implied volatility near 54.5%, a month-end max-pain strike around $44.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
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2023
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2022
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2021
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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
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Frequently asked SOCL history questions
- How much options history is available for SOCL?
- This archive holds 176 months of SOCL options analytics, spanning 2012-02 through 2026-09. Each entry is a monthly rollup of SOCL'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 SOCL archive.
- What data does each monthly SOCL aggregate contain?
- Every monthly row summarizes that month of SOCL 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, 2026-09 recorded an average ATM implied volatility near 54.5%, an average IV rank of 10.7%, a month-end max-pain strike around $44.00, an average put/call ratio of 0.00.
- How is the SOCL options-history archive built and how often does it update?
- The archive is derived from SOCL'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 SOCL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.