InfraCap MLP ETF (AMZA) Options History
Historical options analytics archive for AMZA with monthly max pain, implied volatility, gamma exposure, and put/call data.
108 months of complete options data available.
AMZA monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AMZA. 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 | 108.0% | 20.1% | $42.00 | $33.0K | -$476.5K | 0.35 |
| 2026-05 | 20 | 45.3% | 7.7% | $45.00 | $36.5K | -$274.3K | 1.74 |
| 2026-04 | 21 | 74.3% | 19.0% | $43.00 | $83.8K | -$997.8K | 0.33 |
| 2026-03 | 22 | 26.7% | 22.0% | $45.00 | $40.4K | -$505.7K | 1.51 |
| 2026-02 | 19 | 21.8% | 15.2% | $42.00 | $25.0K | -$518.1K | 0.35 |
| 2026-01 | 20 | 22.0% | 15.4% | $40.00 | $32.9K | -$468.0K | 1.08 |
This archive aggregates AMZA's daily end-of-day options snapshots into monthly summaries, spanning 2017-07 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 AMZA 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 108.0%, a month-end max-pain strike around $42.00, an average put/call ratio of 0.35.
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
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2019
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2018
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2017
Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked AMZA history questions
- How much options history is available for AMZA?
- This archive holds 108 months of AMZA options analytics, spanning 2017-07 through 2026-06. Each entry is a monthly rollup of AMZA'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 AMZA archive.
- What data does each monthly AMZA aggregate contain?
- Every monthly row summarizes that month of AMZA 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 108.0%, an average IV rank of 20.1%, a month-end max-pain strike around $42.00, an average put/call ratio of 0.35.
- How is the AMZA options-history archive built and how often does it update?
- The archive is derived from AMZA'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 AMZA's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.