Roundhill ETF Trust - Roundhill BABA WeeklyPay ETF (BABW) Options History
Historical options analytics archive for BABW with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
BABW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BABW. 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 | 97.1% | 20.2% | $20.00 | -$364 | $6.3K | - |
| 2026-08 | 21 | 49.9% | 5.3% | $24.00 | -$19 | $1.8K | 0.50 |
| 2026-07 | 22 | 65.6% | 8.0% | - | -$56 | $1.3K | - |
| 2026-06 | 21 | 74.2% | 9.9% | $21.00 | -$80 | $2.4K | - |
| 2026-05 | 20 | 79.8% | 39.7% | - | -$240 | $6.8K | 0.50 |
| 2026-04 | 21 | 57.8% | - | $15.00 | $18 | -$6.9K | 0.00 |
This archive aggregates BABW'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 BABW 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 97.1%, a month-end max-pain strike around $20.00.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
2025
Frequently asked BABW history questions
- How much options history is available for BABW?
- This archive holds 11 months of BABW options analytics, spanning 2025-11 through 2026-09. Each entry is a monthly rollup of BABW'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 BABW archive.
- What data does each monthly BABW aggregate contain?
- Every monthly row summarizes that month of BABW 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 97.1%, an average IV rank of 20.2%, a month-end max-pain strike around $20.00.
- How is the BABW options-history archive built and how often does it update?
- The archive is derived from BABW'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 BABW's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.