YieldMax AMD Option Income Strategy ETF (AMDY) Options History
Historical options analytics archive for AMDY with monthly max pain, implied volatility, gamma exposure, and put/call data.
31 months of complete options data available.
AMDY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AMDY. 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 | 54.9% | 9.2% | $54.00 | $108.4K | -$1.9M | 0.84 |
| 2026-05 | 20 | 51.8% | 8.5% | $55.00 | $16.0K | -$622.8K | 0.89 |
| 2026-04 | 21 | 61.9% | 11.4% | $45.00 | $3.1K | -$273.8K | 0.57 |
| 2026-03 | 22 | 54.4% | 17.9% | $33.00 | -$9.8K | $57.6K | 3.22 |
| 2026-02 | 19 | 43.8% | 14.4% | $38.00 | -$3.3K | $739.2K | 3.41 |
| 2026-01 | 20 | 45.9% | 15.5% | $39.00 | $3.8K | $43.7K | 1.00 |
This archive aggregates AMDY's daily end-of-day options snapshots into monthly summaries, spanning 2023-12 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 AMDY 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 54.9%, a month-end max-pain strike around $54.00, an average put/call ratio of 0.84.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Frequently asked AMDY history questions
- How much options history is available for AMDY?
- This archive holds 31 months of AMDY options analytics, spanning 2023-12 through 2026-06. Each entry is a monthly rollup of AMDY'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 AMDY archive.
- What data does each monthly AMDY aggregate contain?
- Every monthly row summarizes that month of AMDY 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 54.9%, an average IV rank of 9.2%, a month-end max-pain strike around $54.00, an average put/call ratio of 0.84.
- How is the AMDY options-history archive built and how often does it update?
- The archive is derived from AMDY'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 AMDY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.