ICE Canadian Dollar Index (XDC) Options History
Historical options analytics archive for XDC with monthly max pain, implied volatility, gamma exposure, and put/call data.
172 months of complete options data available.
XDC monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XDC. 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 | 143.2% | 21.6% | $71.00 | $1.8K | -$27.6K | 0.00 |
| 2026-06 | 21 | 108.2% | 25.4% | - | $1.5K | -$3.0K | - |
| 2026-05 | 20 | 115.7% | 25.6% | - | $5.5K | -$30.8K | - |
| 2026-04 | 21 | 21.2% | 6.8% | - | $6.6K | -$41.8K | - |
| 2026-03 | 22 | 33.2% | 9.6% | - | $5.7K | -$26.6K | 0.00 |
| 2026-02 | 19 | 16.5% | 4.5% | $70.00 | $4.0K | -$66.6K | 0.00 |
This archive aggregates XDC's daily end-of-day options snapshots into monthly summaries, spanning 2007-08 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 XDC 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 143.2%, a month-end max-pain strike around $71.00, an average put/call ratio of 0.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
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2024
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2023
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2022
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
Frequently asked XDC history questions
- How much options history is available for XDC?
- This archive holds 172 months of XDC options analytics, spanning 2007-08 through 2026-07. Each entry is a monthly rollup of XDC'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 XDC archive.
- What data does each monthly XDC aggregate contain?
- Every monthly row summarizes that month of XDC 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 143.2%, an average IV rank of 21.6%, a month-end max-pain strike around $71.00, an average put/call ratio of 0.00.
- How is the XDC options-history archive built and how often does it update?
- The archive is derived from XDC'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 XDC's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.