GraniteShares 2x Long BABA Daily ETF (BABX) Options History
Historical options analytics archive for BABX with monthly max pain, implied volatility, gamma exposure, and put/call data.
32 months of complete options data available.
BABX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BABX. 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 | 80.7% | 19.8% | $17.00 | $8.2K | $395.1K | 0.53 |
| 2026-05 | 20 | 97.5% | 35.8% | $26.00 | $71.7K | -$500.2K | 0.81 |
| 2026-04 | 21 | 85.2% | 23.5% | $26.00 | $11.2K | -$235.7K | 0.90 |
| 2026-03 | 22 | 88.9% | 20.7% | $27.00 | $3.7K | $511.3K | 0.80 |
| 2026-02 | 19 | 90.1% | 21.6% | $40.00 | $24.8K | $183.3K | 1.01 |
| 2026-01 | 20 | 85.5% | 18.5% | $43.00 | $105.5K | -$6.0M | 0.62 |
This archive aggregates BABX's daily end-of-day options snapshots into monthly summaries, spanning 2023-11 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 BABX 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 80.7%, a month-end max-pain strike around $17.00, an average put/call ratio of 0.53.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Frequently asked BABX history questions
- How much options history is available for BABX?
- This archive holds 32 months of BABX options analytics, spanning 2023-11 through 2026-06. Each entry is a monthly rollup of BABX'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 BABX archive.
- What data does each monthly BABX aggregate contain?
- Every monthly row summarizes that month of BABX 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 80.7%, an average IV rank of 19.8%, a month-end max-pain strike around $17.00, an average put/call ratio of 0.53.
- How is the BABX options-history archive built and how often does it update?
- The archive is derived from BABX'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 BABX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.