ICE Euro Index (XDE) Options History
Historical options analytics archive for XDE with monthly max pain, implied volatility, gamma exposure, and put/call data.
172 months of complete options data available.
XDE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for XDE. 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 | 8.3% | 2.0% | $114.00 | $101.6K | -$120.5K | 0.00 |
| 2026-05 | 20 | 13.2% | 3.8% | $116.00 | $711.8K | -$1.5M | - |
| 2026-04 | 21 | 17.0% | 5.2% | $117.00 | $512.9K | -$2.1M | 0.00 |
| 2026-03 | 22 | 17.8% | 5.5% | $123.00 | $255.6K | -$1.0M | 0.00 |
| 2026-02 | 19 | 9.4% | 2.2% | $119.00 | $159.8K | -$1.7M | 0.23 |
| 2026-01 | 20 | 23.5% | 10.8% | $120.00 | $92.5K | -$1.3M | 2.70 |
This archive aggregates XDE's daily end-of-day options snapshots into monthly summaries, spanning 2007-07 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 XDE 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 8.3%, a month-end max-pain strike around $114.00, an average put/call ratio of 0.00.
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
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
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2013
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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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked XDE history questions
- How much options history is available for XDE?
- This archive holds 172 months of XDE options analytics, spanning 2007-07 through 2026-06. Each entry is a monthly rollup of XDE'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 XDE archive.
- What data does each monthly XDE aggregate contain?
- Every monthly row summarizes that month of XDE 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 8.3%, an average IV rank of 2.0%, a month-end max-pain strike around $114.00, an average put/call ratio of 0.00.
- How is the XDE options-history archive built and how often does it update?
- The archive is derived from XDE'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 XDE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.