VistaShares Artificial Intelligence Supercycle ETF (AIS) Options History
Historical options analytics archive for AIS with monthly max pain, implied volatility, gamma exposure, and put/call data.
12 months of complete options data available.
AIS monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AIS. 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 | 74.8% | 25.7% | $60.00 | $138.2K | -$4.6M | 0.48 |
| 2026-06 | 21 | 71.1% | 23.7% | $75.00 | $193.3K | -$11.5M | 0.15 |
| 2026-05 | 20 | 75.0% | 33.1% | $64.00 | $118.6K | -$6.4M | 0.11 |
| 2026-04 | 21 | 45.8% | 34.1% | $40.00 | $32.9K | -$1.6M | 0.25 |
| 2026-03 | 22 | 46.5% | 34.0% | $44.00 | $6.3K | -$141.8K | 0.28 |
| 2026-02 | 19 | 42.0% | - | $40.00 | $13.7K | -$299.5K | 0.04 |
This archive aggregates AIS's daily end-of-day options snapshots into monthly summaries, spanning 2012-04 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 AIS 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 74.8%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.48.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
2012
Frequently asked AIS history questions
- How much options history is available for AIS?
- This archive holds 12 months of AIS options analytics, spanning 2012-04 through 2026-07. Each entry is a monthly rollup of AIS'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 AIS archive.
- What data does each monthly AIS aggregate contain?
- Every monthly row summarizes that month of AIS 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 74.8%, an average IV rank of 25.7%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.48.
- How is the AIS options-history archive built and how often does it update?
- The archive is derived from AIS'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 AIS's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.