iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX) Options History
Historical options analytics archive for VXX with monthly max pain, implied volatility, gamma exposure, and put/call data.
190 months of complete options data available.
VXX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for VXX. 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 | 59.4% | 24.6% | $25.00 | -$6.5M | $159.2M | 0.97 |
| 2026-05 | 20 | 57.9% | 22.5% | $28.00 | -$4.4M | $61.8M | 0.44 |
| 2026-04 | 21 | 73.3% | 31.7% | $31.00 | -$2.9M | $46.5M | 0.53 |
| 2026-03 | 22 | 94.3% | 35.8% | $32.00 | -$596.9K | -$123.7M | 0.56 |
| 2026-02 | 19 | 74.5% | 22.2% | $28.00 | $4.5M | -$84.0M | 0.48 |
| 2026-01 | 20 | 62.2% | 13.7% | $27.00 | $3.2M | -$74.2M | 0.45 |
This archive aggregates VXX's daily end-of-day options snapshots into monthly summaries, spanning 2010-06 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 VXX 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 59.4%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.97.
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 | 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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked VXX history questions
- How much options history is available for VXX?
- This archive holds 190 months of VXX options analytics, spanning 2010-06 through 2026-06. Each entry is a monthly rollup of VXX'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 VXX archive.
- What data does each monthly VXX aggregate contain?
- Every monthly row summarizes that month of VXX 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 59.4%, an average IV rank of 24.6%, a month-end max-pain strike around $25.00, an average put/call ratio of 0.97.
- How is the VXX options-history archive built and how often does it update?
- The archive is derived from VXX'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 VXX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.