iShares U.S. Tech Breakthrough Multisector ETF (TECB) Options History
Historical options analytics archive for TECB with monthly max pain, implied volatility, gamma exposure, and put/call data.
52 months of complete options data available.
TECB monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for TECB. 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 | 17 | 34.7% | 21.6% | - | $0 | $0 | - |
| 2026-05 | 16 | 37.6% | 44.0% | - | $0 | $0 | - |
| 2026-04 | 17 | 36.2% | 41.0% | $63.00 | $1.9K | -$22.3K | - |
| 2026-03 | 20 | 39.4% | 38.1% | - | $539 | -$3.3K | - |
| 2026-02 | 19 | 36.0% | 34.3% | - | $862 | -$7.1K | - |
| 2026-01 | 20 | 36.9% | 35.3% | - | $1.1K | -$13.8K | - |
This archive aggregates TECB's daily end-of-day options snapshots into monthly summaries, spanning 2022-03 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 TECB 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 34.7%.
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
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked TECB history questions
- How much options history is available for TECB?
- This archive holds 52 months of TECB options analytics, spanning 2022-03 through 2026-06. Each entry is a monthly rollup of TECB'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 TECB archive.
- What data does each monthly TECB aggregate contain?
- Every monthly row summarizes that month of TECB 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 34.7%, an average IV rank of 21.6%.
- How is the TECB options-history archive built and how often does it update?
- The archive is derived from TECB'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 TECB's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.