iQIYI, Inc. (IQ) Options History
Historical options analytics archive for IQ with monthly max pain, implied volatility, gamma exposure, and put/call data.
101 months of complete options data available.
IQ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for IQ. 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 |
|---|---|---|---|---|---|---|---|
| 2026-08 | 21 | 141.2% | 37.1% | $1.00 | -$114.6K | $4.5M | 0.16 |
| 2026-07 | 21 | 108.3% | 27.1% | $0.50 | -$105.3K | -$772.5K | 0.07 |
| 2026-06 | 21 | 126.4% | 33.2% | $1.00 | -$107.8K | $2.7M | 0.96 |
| 2026-05 | 20 | 145.8% | 39.7% | $1.00 | -$60.2K | $3.5M | 3.11 |
| 2026-04 | 21 | 123.8% | 32.2% | $1.50 | $36.9K | -$868.8K | 0.28 |
| 2026-03 | 22 | 146.6% | 53.6% | $1.50 | $30.0K | -$810.3K | 0.47 |
This archive aggregates IQ's daily end-of-day options snapshots into monthly summaries, spanning 2018-04 through 2026-08. 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 IQ 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 (2026-08) shows an average ATM implied volatility near 141.2%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.16.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked IQ history questions
- How much options history is available for IQ?
- This archive holds 101 months of IQ options analytics, spanning 2018-04 through 2026-08. Each entry is a monthly rollup of IQ'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 IQ archive.
- What data does each monthly IQ aggregate contain?
- Every monthly row summarizes that month of IQ 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, 2026-08 recorded an average ATM implied volatility near 141.2%, an average IV rank of 37.1%, a month-end max-pain strike around $1.00, an average put/call ratio of 0.16.
- How is the IQ options-history archive built and how often does it update?
- The archive is derived from IQ'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 IQ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.