Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) Options History
Historical options analytics archive for VTIP with monthly max pain, implied volatility, gamma exposure, and put/call data.
63 months of complete options data available.
VTIP monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VTIP. 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 | 15.3% | 2.9% | $50.00 | -$745.4K | $3.7M | 22.69 |
| 2026-05 | 20 | 14.2% | 2.7% | $50.00 | -$1.2M | $2.7M | 16.77 |
| 2026-04 | 21 | 123.4% | 26.4% | $49.00 | -$87.6K | $269.4K | 11.67 |
| 2026-03 | 22 | 5.1% | 15.9% | $50.00 | $166.2K | -$1.0M | 0.50 |
| 2026-02 | 19 | 3.3% | 11.2% | $50.00 | $1.4M | -$1.3M | 0.00 |
| 2026-01 | 20 | 3.8% | 15.1% | $50.00 | $507.4K | -$703.7K | 0.59 |
This archive aggregates VTIP's daily end-of-day options snapshots into monthly summaries, spanning 2021-04 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 VTIP 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 15.3%, a month-end max-pain strike around $50.00, an average put/call ratio of 22.69.
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
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked VTIP history questions
- How much options history is available for VTIP?
- This archive holds 63 months of VTIP options analytics, spanning 2021-04 through 2026-06. Each entry is a monthly rollup of VTIP'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 VTIP archive.
- What data does each monthly VTIP aggregate contain?
- Every monthly row summarizes that month of VTIP 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 15.3%, an average IV rank of 2.9%, a month-end max-pain strike around $50.00, an average put/call ratio of 22.69.
- How is the VTIP options-history archive built and how often does it update?
- The archive is derived from VTIP'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 VTIP's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.