YieldMax AAPL Option Income Strategy ETF (APLY) Options History
Historical options analytics archive for APLY with monthly max pain, implied volatility, gamma exposure, and put/call data.
35 months of complete options data available.
APLY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for APLY. 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 | 65.1% | 14.0% | $12.00 | -$3.9K | $400.5K | 2.42 |
| 2026-05 | 20 | 62.9% | 14.7% | $12.00 | $1.7K | $295.3K | 3.54 |
| 2026-04 | 21 | 21.4% | 10.5% | $12.00 | -$2.3K | $203.6K | 3.08 |
| 2026-03 | 22 | 29.5% | 12.3% | $13.00 | -$1.3K | $104.8K | 6.11 |
| 2026-02 | 19 | 30.2% | 12.8% | $13.00 | -$197 | $34.3K | 1.64 |
| 2026-01 | 20 | 29.9% | 10.9% | $15.00 | -$4.7K | $295.5K | 2.43 |
This archive aggregates APLY's daily end-of-day options snapshots into monthly summaries, spanning 2023-08 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 APLY 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 65.1%, a month-end max-pain strike around $12.00, an average put/call ratio of 2.42.
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 APLY history questions
- How much options history is available for APLY?
- This archive holds 35 months of APLY options analytics, spanning 2023-08 through 2026-06. Each entry is a monthly rollup of APLY'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 APLY archive.
- What data does each monthly APLY aggregate contain?
- Every monthly row summarizes that month of APLY 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 65.1%, an average IV rank of 14.0%, a month-end max-pain strike around $12.00, an average put/call ratio of 2.42.
- How is the APLY options-history archive built and how often does it update?
- The archive is derived from APLY'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 APLY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.