REX AI Equity Premium Income ETF (AIPI) Options History
Historical options analytics archive for AIPI with monthly max pain, implied volatility, gamma exposure, and put/call data.
19 months of complete options data available.
AIPI monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AIPI. 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 | 36.5% | 7.3% | $36.00 | -$16.9K | $48.4K | 1.22 |
| 2026-06 | 21 | 30.8% | 6.2% | $37.00 | $19.4K | -$231.7K | 1.83 |
| 2026-05 | 20 | 22.4% | 4.0% | $35.00 | $52.7K | -$543.1K | 1.47 |
| 2026-04 | 21 | 86.3% | 16.5% | $36.00 | $8.8K | -$29.3K | 1.48 |
| 2026-03 | 22 | 256.0% | 38.2% | $36.00 | $3.3K | $125.6K | 2.28 |
| 2026-02 | 19 | 27.5% | 23.0% | $39.00 | -$2.2K | $159.2K | 0.75 |
This archive aggregates AIPI's daily end-of-day options snapshots into monthly summaries, spanning 2025-01 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 AIPI 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 36.5%, a month-end max-pain strike around $36.00, an average put/call ratio of 1.22.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AIPI history questions
- How much options history is available for AIPI?
- This archive holds 19 months of AIPI options analytics, spanning 2025-01 through 2026-07. Each entry is a monthly rollup of AIPI'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 AIPI archive.
- What data does each monthly AIPI aggregate contain?
- Every monthly row summarizes that month of AIPI 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 36.5%, an average IV rank of 7.3%, a month-end max-pain strike around $36.00, an average put/call ratio of 1.22.
- How is the AIPI options-history archive built and how often does it update?
- The archive is derived from AIPI'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 AIPI's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.