Investment Managers Series Trust II - Tradr 2X Long AXTI Daily ETF (AXTX) Options History
Historical options analytics archive for AXTX with monthly max pain, implied volatility, gamma exposure, and put/call data.
4 months of complete options data available.
AXTX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for AXTX. 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 | 206.7% | - | $35.00 | -$6.9K | -$134.2K | 1.57 |
| 2026-08 | 21 | 256.1% | - | $40.00 | -$5.5K | $477.8K | 0.91 |
| 2026-07 | 22 | 328.1% | - | $28.00 | $4.7K | -$649.5K | 1.89 |
| 2026-06 | 21 | 287.8% | - | $92.00 | -$745 | -$263.1K | 1.13 |
| 2026-05 | 4 | 292.7% | - | $164.00 | -$2.7K | -$763.6K | 1.57 |
This archive aggregates AXTX's daily end-of-day options snapshots into monthly summaries, spanning 2026-06 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 AXTX 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 206.7%, a month-end max-pain strike around $35.00, an average put/call ratio of 1.57.
2026
Frequently asked AXTX history questions
- How much options history is available for AXTX?
- This archive holds 4 months of AXTX options analytics, spanning 2026-06 through 2026-09. Each entry is a monthly rollup of AXTX'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 AXTX archive.
- What data does each monthly AXTX aggregate contain?
- Every monthly row summarizes that month of AXTX 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 206.7%, a month-end max-pain strike around $35.00, an average put/call ratio of 1.57.
- How is the AXTX options-history archive built and how often does it update?
- The archive is derived from AXTX'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 AXTX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.