Themes ETF Trust - Leverage Shares 2X Long ALB Daily ETF (ALBG) Options History
Historical options analytics archive for ALBG with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
ALBG monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ALBG. 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 |
|---|---|---|---|---|---|---|---|
| 2026-09 | 20 | 101.0% | 12.1% | $6.00 | $96 | -$2.4K | 0.04 |
| 2026-08 | 21 | 128.6% | 8.4% | $7.00 | $1.3K | -$50.8K | 0.01 |
| 2026-07 | 22 | 169.2% | - | $5.00 | $109 | -$10.9K | 0.29 |
| 2026-06 | 21 | 160.6% | - | $8.00 | -$39 | $5.3K | 0.13 |
| 2026-05 | 20 | 131.4% | - | - | $122 | -$2.6K | 0.16 |
| 2026-04 | 21 | 133.7% | - | $17.00 | $129 | -$15.4K | 0.53 |
This archive aggregates ALBG's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 through 2026-09. 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 ALBG 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 (2026-09) shows an average ATM implied volatility near 101.0%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.04.
2026
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked ALBG history questions
- How much options history is available for ALBG?
- This archive holds 8 months of ALBG options analytics, spanning 2026-02 through 2026-09. Each entry is a monthly rollup of ALBG'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 ALBG archive.
- What data does each monthly ALBG aggregate contain?
- Every monthly row summarizes that month of ALBG 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, 2026-09 recorded an average ATM implied volatility near 101.0%, an average IV rank of 12.1%, a month-end max-pain strike around $6.00, an average put/call ratio of 0.04.
- How is the ALBG options-history archive built and how often does it update?
- The archive is derived from ALBG'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 ALBG's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.