Corgi ETF Trust I - Corgi Crypto Infrastructure ETF (BLCK) Options History
Historical options analytics archive for BLCK with monthly max pain, implied volatility, gamma exposure, and put/call data.
4 months of complete options data available.
BLCK monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BLCK. 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 | 88.8% | - | - | -$164 | $16.3K | 1.75 |
| 2026-08 | 21 | 73.9% | - | - | $194 | -$4.4K | 0.00 |
| 2026-07 | 22 | 90.5% | - | - | $47 | -$36 | 0.00 |
| 2026-06 | 21 | 77.9% | - | - | $22 | -$1.1K | 0.00 |
| 2026-05 | 4 | 67.0% | - | - | $0 | $0 | - |
This archive aggregates BLCK's daily end-of-day options snapshots into monthly summaries, spanning 2026-06 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 BLCK 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 88.8%, an average put/call ratio of 1.75.
2026
Frequently asked BLCK history questions
- How much options history is available for BLCK?
- This archive holds 4 months of BLCK options analytics, spanning 2026-06 through 2026-09. Each entry is a monthly rollup of BLCK'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 BLCK archive.
- What data does each monthly BLCK aggregate contain?
- Every monthly row summarizes that month of BLCK 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 88.8%, an average put/call ratio of 1.75.
- How is the BLCK options-history archive built and how often does it update?
- The archive is derived from BLCK'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 BLCK's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.