Tradr 2X Long ACHR Daily ETF (ARCX) Options History
Historical options analytics archive for ARCX with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
ARCX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ARCX. 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 | 155.7% | 25.8% | $16.00 | -$95 | $10.4K | 0.81 |
| 2026-05 | 20 | 179.3% | 38.3% | $21.00 | $1.6K | -$47.9K | 0.82 |
| 2026-04 | 21 | 169.1% | 33.0% | $18.00 | $899 | -$9.6K | 0.23 |
| 2026-03 | 22 | 155.3% | 25.7% | $21.00 | -$46 | $23.6K | 0.81 |
| 2026-02 | 19 | 169.3% | 33.1% | $43.00 | $80 | $59 | 1.34 |
| 2026-01 | 20 | 146.7% | 21.2% | $49.00 | $236 | $14.3K | 0.46 |
This archive aggregates ARCX's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 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 ARCX 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 155.7%, a month-end max-pain strike around $16.00, an average put/call ratio of 0.81.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked ARCX history questions
- How much options history is available for ARCX?
- This archive holds 13 months of ARCX options analytics, spanning 2025-06 through 2026-06. Each entry is a monthly rollup of ARCX'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 ARCX archive.
- What data does each monthly ARCX aggregate contain?
- Every monthly row summarizes that month of ARCX 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 155.7%, an average IV rank of 25.8%, a month-end max-pain strike around $16.00, an average put/call ratio of 0.81.
- How is the ARCX options-history archive built and how often does it update?
- The archive is derived from ARCX'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 ARCX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.