Corgi ETF Trust I - Corgi Bay Area Based ETF (BAY) Options History
Historical options analytics archive for BAY with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
BAY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BAY. 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 | 25.6% | 14.5% | - | $0 | $0 | 0.00 |
| 2026-08 | 21 | 37.1% | 23.3% | - | $0 | $0 | - |
| 2026-07 | 22 | 59.9% | 56.6% | - | $0 | $0 | 0.00 |
| 2026-06 | 21 | 53.3% | 72.0% | - | $0 | $0 | - |
| 2026-05 | 4 | 52.4% | 90.9% | - | $0 | $0 | - |
This archive aggregates BAY'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 BAY 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 25.6%, an average put/call ratio of 0.00.
2026
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep
Frequently asked BAY history questions
- How much options history is available for BAY?
- This archive holds 13 months of BAY options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of BAY'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 BAY archive.
- What data does each monthly BAY aggregate contain?
- Every monthly row summarizes that month of BAY 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 25.6%, an average IV rank of 14.5%, an average put/call ratio of 0.00.
- How is the BAY options-history archive built and how often does it update?
- The archive is derived from BAY'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 BAY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.