State Street Health Care Select Sector SPDR ETF (XLV) Options History
Historical options analytics archive for XLV with monthly max pain, implied volatility, gamma exposure, and put/call data.
235 months of complete options data available.
XLV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XLV. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 16.1% | 36.7% | $160.00 | $118.1M | -$1.82B | 0.59 |
| 2026-06 | 21 | 16.2% | 37.7% | $153.00 | $129.8M | -$2.00B | 0.56 |
| 2026-05 | 20 | 16.5% | 40.4% | $144.00 | $79.2M | -$1.18B | 1.05 |
| 2026-04 | 21 | 18.1% | 37.7% | $148.00 | $9.3M | $89.1M | 1.61 |
| 2026-03 | 22 | 20.5% | 33.4% | $152.00 | -$9.3M | $95.8M | 1.54 |
| 2026-02 | 19 | 17.2% | 21.9% | $150.00 | $148.5M | -$700.9M | 0.83 |
This archive aggregates XLV's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-07. 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 XLV 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 (2026-07) shows an average ATM implied volatility near 16.1%, a month-end max-pain strike around $160.00, an average put/call ratio of 0.59.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked XLV history questions
- How much options history is available for XLV?
- This archive holds 235 months of XLV options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of XLV'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 XLV archive.
- What data does each monthly XLV aggregate contain?
- Every monthly row summarizes that month of XLV 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, 2026-07 recorded an average ATM implied volatility near 16.1%, an average IV rank of 36.7%, a month-end max-pain strike around $160.00, an average put/call ratio of 0.59.
- How is the XLV options-history archive built and how often does it update?
- The archive is derived from XLV'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 XLV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.