State Street SPDR S&P Transportation ETF (XTN) Options History
Historical options analytics archive for XTN with monthly max pain, implied volatility, gamma exposure, and put/call data.
61 months of complete options data available.
XTN monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XTN. 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 | 31.7% | 50.7% | $115.00 | -$84.5K | $1.2M | 0.15 |
| 2026-05 | 20 | 33.9% | 57.6% | $114.00 | -$256.2K | $3.7M | 9.81 |
| 2026-04 | 21 | 34.0% | 48.3% | $115.00 | -$1.3M | $24.4M | 140.60 |
| 2026-03 | 22 | 39.9% | 41.5% | $90.00 | -$7.1K | $206.0K | 1.28 |
| 2026-02 | 19 | 30.1% | 24.6% | $98.00 | $29.8K | -$605.8K | 0.05 |
| 2026-01 | 20 | 26.6% | 18.6% | $95.00 | $54.7K | -$586.3K | 0.12 |
This archive aggregates XTN's daily end-of-day options snapshots into monthly summaries, spanning 2021-06 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 XTN 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 31.7%, a month-end max-pain strike around $115.00, an average put/call ratio of 0.15.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked XTN history questions
- How much options history is available for XTN?
- This archive holds 61 months of XTN options analytics, spanning 2021-06 through 2026-06. Each entry is a monthly rollup of XTN'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 XTN archive.
- What data does each monthly XTN aggregate contain?
- Every monthly row summarizes that month of XTN 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 31.7%, an average IV rank of 50.7%, a month-end max-pain strike around $115.00, an average put/call ratio of 0.15.
- How is the XTN options-history archive built and how often does it update?
- The archive is derived from XTN'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 XTN's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.