Roundhill ARM WeeklyPay ETF (ARMW) Options History
Historical options analytics archive for ARMW with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
ARMW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for ARMW. 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 | 76.9% | 33.7% | $45.00 | $558 | $339.5K | 1.00 |
| 2026-08 | 21 | 89.2% | 44.5% | $45.00 | -$945 | $252.8K | 1.00 |
| 2026-07 | 22 | 118.8% | 72.8% | $53.00 | -$4.6K | $483.8K | 3.63 |
| 2026-06 | 21 | 116.8% | 71.2% | $71.00 | $1.7K | -$133.2K | 1.06 |
| 2026-05 | 20 | 99.1% | 54.1% | $61.00 | $8.2K | -$984.3K | 0.47 |
| 2026-04 | 21 | 88.0% | - | $33.00 | $8.0K | -$275.0K | 0.03 |
This archive aggregates ARMW's daily end-of-day options snapshots into monthly summaries, spanning 2025-11 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 ARMW 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 76.9%, a month-end max-pain strike around $45.00, an average put/call ratio of 1.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked ARMW history questions
- How much options history is available for ARMW?
- This archive holds 11 months of ARMW options analytics, spanning 2025-11 through 2026-09. Each entry is a monthly rollup of ARMW'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 ARMW archive.
- What data does each monthly ARMW aggregate contain?
- Every monthly row summarizes that month of ARMW 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 76.9%, an average IV rank of 33.7%, a month-end max-pain strike around $45.00, an average put/call ratio of 1.00.
- How is the ARMW options-history archive built and how often does it update?
- The archive is derived from ARMW'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 ARMW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.