WisdomTree, Inc. (WT) Options History
Historical options analytics archive for WT with monthly max pain, implied volatility, gamma exposure, and put/call data.
43 months of complete options data available.
WT monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for WT. 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 | 60.4% | 22.7% | $17.50 | $412.3K | -$19.0M | 0.76 |
| 2026-05 | 20 | 63.3% | 26.7% | $17.50 | $1.0M | -$69.2M | 0.07 |
| 2026-04 | 21 | 57.3% | 40.1% | $15.00 | $1.2M | -$49.4M | 0.16 |
| 2026-03 | 22 | 57.8% | 37.0% | $15.00 | $733.1K | -$24.1M | 0.16 |
| 2026-02 | 19 | 37.4% | 28.4% | $12.50 | $1.1M | -$42.0M | 0.04 |
| 2026-01 | 20 | 42.6% | 38.4% | $12.50 | $615.4K | -$23.9M | 0.05 |
This archive aggregates WT's daily end-of-day options snapshots into monthly summaries, spanning 2022-12 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 WT 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 60.4%, a month-end max-pain strike around $17.50, an average put/call ratio of 0.76.
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
Frequently asked WT history questions
- How much options history is available for WT?
- This archive holds 43 months of WT options analytics, spanning 2022-12 through 2026-06. Each entry is a monthly rollup of WT'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 WT archive.
- What data does each monthly WT aggregate contain?
- Every monthly row summarizes that month of WT 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 60.4%, an average IV rank of 22.7%, a month-end max-pain strike around $17.50, an average put/call ratio of 0.76.
- How is the WT options-history archive built and how often does it update?
- The archive is derived from WT'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 WT's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.