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.
25 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 |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 137.9% | 30.3% | $40.00 | $40.4K | -$2.3M | 0.57 |
| 2026-05 | 20 | 151.4% | 48.2% | $45.00 | $193.9K | -$18.4M | 0.52 |
| 2026-04 | 21 | 174.7% | 67.0% | $33.00 | $32.8K | -$1.6M | 0.93 |
| 2026-03 | 22 | 147.6% | 56.2% | $34.00 | $4.1K | -$14.8K | 0.40 |
| 2026-02 | 19 | 181.0% | 69.7% | $45.03 | $17.7K | -$100.0K | 0.61 |
| 2026-01 | 20 | 142.7% | 54.2% | $60.00 | $12.4K | -$474.6K | 0.68 |
This archive aggregates APPX's daily end-of-day options snapshots into monthly summaries, spanning 2007-11 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 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 (2026-06) shows an average ATM implied volatility near 137.9%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.57.
2026
Jan | Feb | Mar | Apr | May | Jun
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 25 months of APPX options analytics, spanning 2007-11 through 2026-06. 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, 2026-06 recorded an average ATM implied volatility near 137.9%, an average IV rank of 30.3%, a month-end max-pain strike around $40.00, an average put/call ratio of 0.57.
- 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.