-1x Short VIX Futures ETF (SVIX) Options History
Historical options analytics archive for SVIX with monthly max pain, implied volatility, gamma exposure, and put/call data.
54 months of complete options data available.
SVIX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for SVIX. 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 | 50.5% | 19.5% | $23.00 | $1.6M | -$76.0M | 1.40 |
| 2026-08 | 21 | 48.9% | 17.0% | $22.00 | $1.3M | -$75.4M | 1.30 |
| 2026-07 | 20 | 56.3% | 28.1% | $22.00 | $211.0K | -$32.4M | 1.55 |
| 2026-06 | 18 | 56.9% | 29.0% | $20.00 | $215.0K | -$50.3M | 1.72 |
| 2026-05 | 18 | 52.1% | 21.9% | $19.00 | $706.3K | -$67.4M | 0.98 |
| 2026-04 | 19 | 68.0% | 27.1% | $17.00 | $719.9K | -$33.8M | 1.79 |
This archive aggregates SVIX's daily end-of-day options snapshots into monthly summaries, spanning 2022-04 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 SVIX 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 50.5%, a month-end max-pain strike around $23.00, an average put/call ratio of 1.40.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked SVIX history questions
- How much options history is available for SVIX?
- This archive holds 54 months of SVIX options analytics, spanning 2022-04 through 2026-09. Each entry is a monthly rollup of SVIX'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 SVIX archive.
- What data does each monthly SVIX aggregate contain?
- Every monthly row summarizes that month of SVIX 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 50.5%, an average IV rank of 19.5%, a month-end max-pain strike around $23.00, an average put/call ratio of 1.40.
- How is the SVIX options-history archive built and how often does it update?
- The archive is derived from SVIX'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 SVIX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.