Tradr 2X Long BE Daily ETF (BEX) Options History
Historical options analytics archive for BEX with monthly max pain, implied volatility, gamma exposure, and put/call data.
8 months of complete options data available.
BEX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BEX. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 298.5% | 74.2% | $40.00 | -$14.3K | $891.9K | 1.33 |
| 2026-06 | 21 | 227.8% | 30.8% | $65.00 | -$45.2K | -$1.9M | 2.45 |
| 2026-05 | 20 | 211.1% | - | $50.00 | $1.3K | -$5.8M | 1.01 |
| 2026-04 | 21 | 220.8% | - | $30.00 | $36.7K | -$10.3M | 1.03 |
| 2026-03 | 22 | 217.8% | - | $23.00 | -$1.5K | -$221.7K | 0.86 |
| 2026-02 | 19 | 244.0% | - | $23.00 | $15.2K | -$1.9M | 1.63 |
This archive aggregates BEX's daily end-of-day options snapshots into monthly summaries, spanning 2025-12 through 2026-07. 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 BEX 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 (2026-07) shows an average ATM implied volatility near 298.5%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.33.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Frequently asked BEX history questions
- How much options history is available for BEX?
- This archive holds 8 months of BEX options analytics, spanning 2025-12 through 2026-07. Each entry is a monthly rollup of BEX'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 BEX archive.
- What data does each monthly BEX aggregate contain?
- Every monthly row summarizes that month of BEX 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, 2026-07 recorded an average ATM implied volatility near 298.5%, an average IV rank of 74.2%, a month-end max-pain strike around $40.00, an average put/call ratio of 1.33.
- How is the BEX options-history archive built and how often does it update?
- The archive is derived from BEX'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 BEX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.