State Street SPDR S&P Semiconductor ETF (XSD) Options History
Historical options analytics archive for XSD with monthly max pain, implied volatility, gamma exposure, and put/call data.
203 months of complete options data available.
XSD monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XSD. 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% | 88.8% | $520.00 | $539.9K | -$47.2M | 1.86 |
| 2026-05 | 20 | 49.8% | 76.0% | $495.00 | -$37.4K | -$28.9M | 2.01 |
| 2026-04 | 21 | 44.2% | 49.8% | $475.00 | -$109.8K | -$14.7M | 1.31 |
| 2026-03 | 22 | 46.5% | 32.6% | $310.00 | $97.0K | -$5.0M | 1.23 |
| 2026-02 | 19 | 43.1% | 27.4% | $370.00 | $55.7K | -$5.5M | 2.98 |
| 2026-01 | 20 | 35.5% | 16.1% | $340.00 | $144.3K | -$6.7M | 0.73 |
This archive aggregates XSD's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 XSD 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 $520.00, an average put/call ratio of 1.86.
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
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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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2011
2010
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2009
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2008
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2007
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Frequently asked XSD history questions
- How much options history is available for XSD?
- This archive holds 203 months of XSD options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of XSD'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 XSD archive.
- What data does each monthly XSD aggregate contain?
- Every monthly row summarizes that month of XSD 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 88.8%, a month-end max-pain strike around $520.00, an average put/call ratio of 1.86.
- How is the XSD options-history archive built and how often does it update?
- The archive is derived from XSD'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 XSD's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.