Corgi Etf Trust I - Corgi Aerospace & Commercial Aviation ETF (AV) Options History
Historical options analytics archive for AV with monthly max pain, implied volatility, gamma exposure, and put/call data.
14 months of complete options data available.
AV monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AV. 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 | 20 | 43.6% | 23.0% | $28.00 | $20.1K | -$315.8K | 0.25 |
| 2026-08 | 21 | 34.0% | 32.2% | $28.00 | -$153 | $6.3K | 0.11 |
| 2026-07 | 22 | 53.8% | 59.8% | - | $447 | -$13.7K | 0.00 |
| 2026-06 | 21 | 52.7% | 75.1% | $27.00 | $388 | -$16.4K | 0.20 |
| 2026-05 | 4 | 49.8% | 84.1% | - | $493 | -$14.5K | - |
This archive aggregates AV's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 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 AV 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 43.6%, a month-end max-pain strike around $28.00, an average put/call ratio of 0.25.
2026
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct
Frequently asked AV history questions
- How much options history is available for AV?
- This archive holds 14 months of AV options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of AV'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 AV archive.
- What data does each monthly AV aggregate contain?
- Every monthly row summarizes that month of AV 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 43.6%, an average IV rank of 23.0%, a month-end max-pain strike around $28.00, an average put/call ratio of 0.25.
- How is the AV options-history archive built and how often does it update?
- The archive is derived from AV'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 AV's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.