Tradr 2X Long APLD Daily ETF (APLX) Options History
Historical options analytics archive for APLX with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
APLX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for APLX. 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 | 171.6% | 14.9% | $8.00 | $2.5K | -$487.8K | 1.41 |
| 2026-08 | 21 | 170.1% | 3.5% | $10.00 | $1.5K | $206.7K | 0.59 |
| 2026-07 | 22 | 206.8% | 18.3% | $14.00 | $9.7K | -$572.4K | 0.68 |
| 2026-06 | 21 | 194.7% | 12.1% | $28.00 | $10.8K | -$3.0M | 1.09 |
| 2026-05 | 20 | 205.6% | 17.6% | $25.00 | $69.9K | -$13.6M | 0.87 |
| 2026-04 | 21 | 215.8% | 22.7% | $17.00 | $27.9K | -$4.1M | 0.58 |
This archive aggregates APLX's daily end-of-day options snapshots into monthly summaries, spanning 2025-09 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 APLX 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 171.6%, a month-end max-pain strike around $8.00, an average put/call ratio of 1.41.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked APLX history questions
- How much options history is available for APLX?
- This archive holds 13 months of APLX options analytics, spanning 2025-09 through 2026-09. Each entry is a monthly rollup of APLX'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 APLX archive.
- What data does each monthly APLX aggregate contain?
- Every monthly row summarizes that month of APLX 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 171.6%, an average IV rank of 14.9%, a month-end max-pain strike around $8.00, an average put/call ratio of 1.41.
- How is the APLX options-history archive built and how often does it update?
- The archive is derived from APLX'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 APLX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.