iShares Semiconductor ETF (SOXX) Options History
Historical options analytics archive for SOXX with monthly max pain, implied volatility, gamma exposure, and put/call data.
189 months of complete options data available.
SOXX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SOXX. 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 | 60.1% | 95.9% | $585.00 | -$14.4M | -$2.29B | 3.70 |
| 2026-05 | 20 | 47.0% | 89.0% | $510.00 | -$26.6M | -$1.82B | 5.36 |
| 2026-04 | 20 | 40.9% | 46.9% | $425.00 | -$19.5M | -$1.19B | 4.15 |
| 2026-03 | 22 | 42.1% | 23.4% | $345.00 | -$17.2M | $75.5M | 3.66 |
| 2026-02 | 19 | 40.6% | 21.4% | $340.00 | -$53.0M | -$174.5M | 6.36 |
| 2026-01 | 20 | 33.7% | 11.7% | $350.00 | -$18.3M | -$163.5M | 3.49 |
This archive aggregates SOXX's daily end-of-day options snapshots into monthly summaries, spanning 2010-10 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 SOXX 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 60.1%, a month-end max-pain strike around $585.00, an average put/call ratio of 3.70.
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
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
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2017
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2016
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2015
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
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2012
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2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Frequently asked SOXX history questions
- How much options history is available for SOXX?
- This archive holds 189 months of SOXX options analytics, spanning 2010-10 through 2026-06. Each entry is a monthly rollup of SOXX'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 SOXX archive.
- What data does each monthly SOXX aggregate contain?
- Every monthly row summarizes that month of SOXX 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 60.1%, an average IV rank of 95.9%, a month-end max-pain strike around $585.00, an average put/call ratio of 3.70.
- How is the SOXX options-history archive built and how often does it update?
- The archive is derived from SOXX'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 SOXX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.