Tradr 2X Long APP Daily ETF (APPX) Options History
Historical options analytics archive for APPX with monthly max pain, implied volatility, gamma exposure, and put/call data.
28 months of complete options data available.
APPX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for APPX. 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 | 21 | 106.5% | 8.4% | $12.00 | $19.2K | $133.6K | 0.47 |
| 2026-08 | 21 | 119.0% | 15.2% | $13.00 | $17.3K | -$394.7K | 0.56 |
| 2026-07 | 22 | 163.3% | 39.2% | $29.00 | -$7.6K | $964.7K | 0.80 |
| 2026-06 | 21 | 137.9% | 25.4% | $40.00 | $40.4K | -$2.3M | 0.57 |
| 2026-05 | 20 | 151.4% | 43.4% | $45.00 | $193.9K | -$18.4M | 0.52 |
| 2026-04 | 21 | 174.7% | 61.8% | $33.00 | $32.8K | -$1.6M | 0.93 |
This archive aggregates APPX's daily end-of-day options snapshots into monthly summaries, spanning 2007-11 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 APPX 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 106.5%, a month-end max-pain strike around $12.00, an average put/call ratio of 0.47.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2007
Frequently asked APPX history questions
- How much options history is available for APPX?
- This archive holds 28 months of APPX options analytics, spanning 2007-11 through 2026-09. Each entry is a monthly rollup of APPX'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 APPX archive.
- What data does each monthly APPX aggregate contain?
- Every monthly row summarizes that month of APPX 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 106.5%, an average IV rank of 8.4%, a month-end max-pain strike around $12.00, an average put/call ratio of 0.47.
- How is the APPX options-history archive built and how often does it update?
- The archive is derived from APPX'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 APPX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.