Vanguard Total World Stock ETF (VT) Options History
Historical options analytics archive for VT with monthly max pain, implied volatility, gamma exposure, and put/call data.
178 months of complete options data available.
VT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VT. 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 | 16.3% | 46.7% | $155.00 | $6.2M | -$41.0M | 0.63 |
| 2026-05 | 20 | 15.3% | 41.8% | $154.00 | $3.4M | -$47.3M | 1.12 |
| 2026-04 | 20 | 16.5% | 34.6% | $142.00 | $2.3M | -$35.8M | 0.82 |
| 2026-03 | 22 | 21.2% | 29.8% | $140.00 | $64.0K | -$3.9M | 0.69 |
| 2026-02 | 19 | 14.4% | 15.5% | $146.00 | $322.6K | -$12.4M | 0.96 |
| 2026-01 | 20 | 12.0% | 10.4% | $142.00 | $390.4K | -$17.8M | 0.82 |
This archive aggregates VT's daily end-of-day options snapshots into monthly summaries, spanning 2011-09 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 VT 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 16.3%, a month-end max-pain strike around $155.00, an average put/call ratio of 0.63.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2016
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Frequently asked VT history questions
- How much options history is available for VT?
- This archive holds 178 months of VT options analytics, spanning 2011-09 through 2026-06. Each entry is a monthly rollup of VT'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 VT archive.
- What data does each monthly VT aggregate contain?
- Every monthly row summarizes that month of VT 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 16.3%, an average IV rank of 46.7%, a month-end max-pain strike around $155.00, an average put/call ratio of 0.63.
- How is the VT options-history archive built and how often does it update?
- The archive is derived from VT'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 VT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.