AGF U.S. Market Neutral Anti-Beta Fund (BTAL) Options History
Historical options analytics archive for BTAL with monthly max pain, implied volatility, gamma exposure, and put/call data.
37 months of complete options data available.
BTAL monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BTAL. 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 | 41.5% | 7.7% | $12.00 | $54.7K | -$844.2K | 0.09 |
| 2026-05 | 20 | 48.4% | 9.3% | $12.00 | $5.0K | -$114.9K | 0.15 |
| 2026-04 | 21 | 58.6% | 34.5% | $14.00 | -$1.6K | $49.9K | 0.57 |
| 2026-03 | 22 | 42.3% | 22.8% | $13.00 | $1.3K | -$19.0K | 0.27 |
| 2026-02 | 19 | 48.1% | 27.9% | $14.00 | $7.6K | -$54.0K | 0.02 |
| 2026-01 | 20 | 62.1% | 41.1% | $10.00 | $8.7K | -$57.5K | 7.08 |
This archive aggregates BTAL's daily end-of-day options snapshots into monthly summaries, spanning 2023-06 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 BTAL 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 41.5%, a month-end max-pain strike around $12.00, an average put/call ratio of 0.09.
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
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BTAL history questions
- How much options history is available for BTAL?
- This archive holds 37 months of BTAL options analytics, spanning 2023-06 through 2026-06. Each entry is a monthly rollup of BTAL'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 BTAL archive.
- What data does each monthly BTAL aggregate contain?
- Every monthly row summarizes that month of BTAL 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 41.5%, an average IV rank of 7.7%, a month-end max-pain strike around $12.00, an average put/call ratio of 0.09.
- How is the BTAL options-history archive built and how often does it update?
- The archive is derived from BTAL'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 BTAL's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.