Tradr 2X Short APLD Daily ETF (APLZ) Options History
Historical options analytics archive for APLZ with monthly max pain, implied volatility, gamma exposure, and put/call data.
6 months of complete options data available.
APLZ monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for APLZ. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 207.4% | - | $24.00 | $90 | -$90.2K | 4.32 |
| 2026-06 | 21 | 201.8% | - | $10.00 | $578 | -$91.4K | 2.34 |
| 2026-05 | 20 | 235.6% | - | $15.00 | $5 | $6.7K | 0.88 |
| 2026-04 | 21 | 215.2% | - | $45.00 | $313 | -$8.5K | 1.90 |
| 2026-03 | 22 | 234.5% | - | $105.00 | $228 | -$80.4K | 0.59 |
| 2026-02 | 13 | 240.2% | - | $50.00 | $21 | -$13.4K | 0.02 |
This archive aggregates APLZ's daily end-of-day options snapshots into monthly summaries, spanning 2026-02 through 2026-07. 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 APLZ 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 (2026-07) shows an average ATM implied volatility near 207.4%, a month-end max-pain strike around $24.00, an average put/call ratio of 4.32.
2026
Feb | Mar | Apr | May | Jun | Jul
Frequently asked APLZ history questions
- How much options history is available for APLZ?
- This archive holds 6 months of APLZ options analytics, spanning 2026-02 through 2026-07. Each entry is a monthly rollup of APLZ'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 APLZ archive.
- What data does each monthly APLZ aggregate contain?
- Every monthly row summarizes that month of APLZ 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, 2026-07 recorded an average ATM implied volatility near 207.4%, a month-end max-pain strike around $24.00, an average put/call ratio of 4.32.
- How is the APLZ options-history archive built and how often does it update?
- The archive is derived from APLZ'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 APLZ's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.