Roundhill Investments - AAPL WeeklyPay ETF (AAPW) Options History
Historical options analytics archive for AAPW with monthly max pain, implied volatility, gamma exposure, and put/call data.
17 months of complete options data available.
AAPW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AAPW. 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 | 29.8% | 4.6% | $43.00 | -$309 | $43.2K | 0.63 |
| 2026-06 | 21 | 90.8% | 23.3% | $40.00 | $1.4K | -$1.5K | 0.54 |
| 2026-05 | 20 | 99.8% | 28.2% | $40.00 | $3.2K | -$48.7K | 0.72 |
| 2026-04 | 21 | 100.9% | 28.6% | $35.00 | $442 | -$15.7K | 0.36 |
| 2026-03 | 22 | 104.9% | 19.4% | $35.00 | $463 | -$26.2K | 0.03 |
| 2026-02 | 19 | 75.5% | 18.7% | $38.00 | $1.9K | -$10.5K | 0.00 |
This archive aggregates AAPW's daily end-of-day options snapshots into monthly summaries, spanning 2025-03 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 AAPW 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 29.8%, a month-end max-pain strike around $43.00, an average put/call ratio of 0.63.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AAPW history questions
- How much options history is available for AAPW?
- This archive holds 17 months of AAPW options analytics, spanning 2025-03 through 2026-07. Each entry is a monthly rollup of AAPW'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 AAPW archive.
- What data does each monthly AAPW aggregate contain?
- Every monthly row summarizes that month of AAPW 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 29.8%, an average IV rank of 4.6%, a month-end max-pain strike around $43.00, an average put/call ratio of 0.63.
- How is the AAPW options-history archive built and how often does it update?
- The archive is derived from AAPW'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 AAPW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.