YieldMax AI Option Income Strategy ETF (AIYY) Options History
Historical options analytics archive for AIYY with monthly max pain, implied volatility, gamma exposure, and put/call data.
27 months of complete options data available.
AIYY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AIYY. 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 | 177.1% | 33.9% | $10.00 | -$2.3K | $126.5K | 5.61 |
| 2026-05 | 20 | 194.4% | 40.1% | $15.00 | -$762 | $73.9K | 3.17 |
| 2026-04 | 21 | 108.6% | 25.3% | $11.00 | -$2.1K | $105.6K | 8.87 |
| 2026-03 | 22 | 66.9% | 16.3% | $14.00 | -$590 | $67.3K | 3.06 |
| 2026-02 | 19 | 78.9% | 20.0% | $14.00 | -$291 | $42.1K | 1.84 |
| 2026-01 | 20 | 59.1% | 13.8% | $17.00 | -$787 | $62.0K | 1.67 |
This archive aggregates AIYY's daily end-of-day options snapshots into monthly summaries, spanning 2024-04 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 AIYY 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 177.1%, a month-end max-pain strike around $10.00, an average put/call ratio of 5.61.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AIYY history questions
- How much options history is available for AIYY?
- This archive holds 27 months of AIYY options analytics, spanning 2024-04 through 2026-06. Each entry is a monthly rollup of AIYY'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 AIYY archive.
- What data does each monthly AIYY aggregate contain?
- Every monthly row summarizes that month of AIYY 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 177.1%, an average IV rank of 33.9%, a month-end max-pain strike around $10.00, an average put/call ratio of 5.61.
- How is the AIYY options-history archive built and how often does it update?
- The archive is derived from AIYY'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 AIYY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.