Amplify Bitcoin Max Income Covered Call ETF (BAGY) Options History
Historical options analytics archive for BAGY with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
BAGY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BAGY. 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 | 47.9% | 28.9% | - | -$86 | $11.0K | - |
| 2026-05 | 20 | 56.2% | 21.5% | - | -$95 | $15.2K | 0.17 |
| 2026-04 | 21 | 53.3% | 32.1% | $31.00 | $139 | $18.1K | 0.00 |
| 2026-03 | 22 | 57.9% | 30.0% | $29.00 | -$41 | $19.6K | 0.50 |
| 2026-02 | 19 | 57.2% | 29.4% | $55.00 | -$145 | $32.5K | - |
| 2026-01 | 20 | 43.8% | 16.4% | $37.00 | $327 | $38.6K | 0.00 |
This archive aggregates BAGY's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 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 BAGY 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 47.9%.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Frequently asked BAGY history questions
- How much options history is available for BAGY?
- This archive holds 11 months of BAGY options analytics, spanning 2025-08 through 2026-06. Each entry is a monthly rollup of BAGY'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 BAGY archive.
- What data does each monthly BAGY aggregate contain?
- Every monthly row summarizes that month of BAGY 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 47.9%, an average IV rank of 28.9%.
- How is the BAGY options-history archive built and how often does it update?
- The archive is derived from BAGY'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 BAGY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.